Forecasting-direction-of-trade-an-example-with-LSTM-neural-network

In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Network is used as an example of potential solution for such problem.

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Stars: 14
Forks: 5
Open issues: 0

License: None
Language: Python
Size: 3.1 MB
Dependencies parsed at: Pending

Created at: about 5 years ago
Updated at: over 1 year ago
Pushed at: about 4 years ago
Last synced at: over 1 year ago

Topics: classification, forecasting, linear-regression, lstm, lstm-neural-networks, orderbook, prediction, python, python3, regression, scikitlearn-machine-learning, stock-forecasting, stock-price-prediction, tick-data

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GitHub / DavidCico / Forecasting-direction-of-trade-an-example-with-LSTM-neural-network