GitHub / zrkhadija / Multivariate-sector-price-prediction-using-macroeconomic-indicators

This project focuses on Multivariate Sector Price Prediction using macroeconomic indicators. By leveraging a custom-built LSTM model in PyTorch, we predicted the prices of 10 financial sectors simultaneously. The model takes as input the historical price data of these sectors along with key macroeconomic indicators.

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Topics: data-preprocessing, deep-learning, hyperparameter-tuning, multivariate-timeseries, optuna, pytorch, pytorch-implementation, time-series-analysis, timeseries-forecasting, timeseriesforecasting

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