Instructions to run code:
- In estimation.py, begin by entering the indicator for the stock you want to model
- Enter a start_year and end_year under for which you want to train the model (both should be positive integers) -> Model will be training for all of start_year and end_year
- In test_weeks, enter the number of weeks you want to predict for stock price (should be a positive integer)
- enter "make install" to ensure all dependencies are installed -> This only needs to be ran once!
- enter "make run" in terminal
Notes:
-> Data processing and feature engineering occurs in model.py -> Model creation occurs in predict.py -> SDE solution approximation occurs in sde.py
Final report video: https://youtu.be/TF_8GdTt0zs