This research was conducted for the purpose of analyzing and predicting stock price data based on Birdirectional-LSTM. About the top 10 KOSPI stocks for research We used crawling technology to collect stock information and company-related news information. It also consists of pattern capture technologies such as modified closing price, rolling and lagging, technical analysis, sentiment analysis, and Stacked Variational AutoEncoder.
Please refer to the paper (Korean) Drive Pages
- numpy
- pandas
- chromedriver_autoinstaller
- selenium
- bs4
- urllib
- Python-Io
- datetime
- FinanceDataReader
- pykrx
- Ta-lib
- typing
- xgboost
- statsmodels
- torch
This repository is licensed under Apache 2.0.
└─ stock_prediction
└─ stock_prediction
├─ setup.py
└─ src
├─ stock_prediction_program
├─ __init__.py
├─ program_func.py
├─ my_data
│ └─ *.csv
├─ my_news_data
│ └─ *.csv
├─ my_package
│ ├─ metrics.py
│ ├─ model.py
│ ├─ preprocessing.py
│ ├─ train.py
│ └─ visualization.py
└─ my_path
├─ bilstm
│ └─ *.pt
├─ vae
│ └─ *.pt
└─ xgb
└─ *.joblib
- Analysis result output
- Used the lasted trend model
- Trading bot
Github: paulms77