Skip to content

Distributed stock price forecasting system to predict S&P 500 stock prices.

Notifications You must be signed in to change notification settings

LeonardoEmili/stock-price-forecasting

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

97 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

Stock Price Forecasting

Open In Collab

Stock price forecasting system to predict the trend of stocks from the S&P 500 index.

How to train the distributed system?

In case you would like to install and configure PySpark on your local machine, please follow the instructions described here. Otherwise, you can clone the notebook and import it into Databricks as described here.

How to test the system?

For a simple and ready to use test, simply run the test/evaluate.py script that refers to the distributed system with pre-trained weights for the LSTM model. Otherwise, you can re-train the system using a model of your choice, and use the new weights to perform the evaluation.

Project structure

.
├── data/                     # Stock prices and fundamental data
├── report/
│   ├── main.pdf              # Project report for the dlai-2021 course
│   ├── main.tex
│   └── ...
├── test/
│   ├── data/                 # Model weights and test data
│   ├── evaluate.py           # Evaluation script
│   └── ...
├── dist_forecasting.ipynb    # PySpark distributed stock prediction system
├── forecasting.ipynb         # Stock prediction system
├── environment.yml           # Training environment
└── ...

Authors (alfabetical order)