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A project for predicting ETF via deep learning model (LSTM)

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ETF-Prediction PTTBot

This repository is for Exchange Traded Funds (ETF) prediction. Tbrain Competion is hold by Trend Micro corp.

Getting Started

These instructions will get you a copy of the project up and running on your local machine for development and testing purposes.

Prerequisites

Python Requirements

The python version is Python 2.7. The required library is listed below .

pandas==0.22.0
matplotlib==2.2.2
numpy==1.14.3
Keras==2.1.6
scikit_learn==0.19.1

(Recommend) Automatically Install by one command .

$ pip install -r requirements.txt

Download

[For Training] download from private dropbox folder.

$ bash download.sh

[Full Version] Please download the dataset from the competition website.

[Tbrain-Competion] - ETF Prediction

Usage

Run the prediction script

$ python prediction.py

Authors


Chung Kai Hsieh


Po Kai Zeng


Shane Lin

Acknowledgement

Icons made by Freepik from www.flaticon.com is licensed by CC 3.0 BY

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