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CS506FinalProject

Instructions to run code:

  1. In estimation.py, begin by entering the indicator for the stock you want to model
  2. 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
  3. In test_weeks, enter the number of weeks you want to predict for stock price (should be a positive integer)
  4. enter "make install" to ensure all dependencies are installed -> This only needs to be ran once!
  5. 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

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