hardyqr / Cnn For Stock Market Prediction Pytorch
CNN for stock market prediction using raw data & candlestick graph.
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Can Machine Reads Like Analysts Do?
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Train a CNN to read candlestick graphs, predicting future trend.
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Training & testing Dataset from Huge Stock Market Dataset-Full Historical Daily Price + Volume Data For All U.S. Stocks & ETFs.
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Pytorch implementation
update:
Related paper: Trading via Image Classification (by J.P. Morgan)
Two Approaches
Approach 1
-
cnn4matrix.py -
Apply convolution on data matrices directly.
Input: (5*n) matrices -> (Open,High,Low,Close,Volume)*(d1,d2,...,dn)
Output: classification result
Approach 2
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cnn.py -
Generate candlestick graphs first.
Input: candlestick graphs
Output: classification result
Current results
11 layers + residual block
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