This repo contains code for the project titled "Time Series Modeling using Deep Learning".
Each module has been created as a different Python class.
A single layered LSTM followed by Fully Connected layers were used for the task. This model was trained on India's Nifty IT time series dataset but can be used for other datasets as well.
None of Credit Suisse's proprietory algorithms have been used for this project and the model, along with its hyperparameters, have been designed solely by me, under the guidance of mentors from Credit Suisse India.
Please feel free to use this code and suggest any changes that should be incorporated.