Stock and ETFs prices are predicted using LSTM network (Keras-Tensorflow).
- Stock prices are downloaded from finance.yahoo.com.
- Closed value (column) is used in the network.
- Values are normalized in range (0,1).
- Datasets are splitted into train and test sets, 50% test data, 50% training data.
- Keras-Tensorflow is used for implementation.
- LSTM network consists of 25 hidden neurons, and 1 output layer (1 dense layer).
- LSTM network features input: 1 layer, output: 1 layer , hidden: 25 neurons, optimizer:adam, dropout:0.1, timestep:240, batchsize:240, epochs:1000 (features can be further optimized).
- Root mean squared errors are calculated.
- Output files: lstm_results (consists of prediction and actual values), plot file (actual and prediction values).
What is LSTM? (General Information) https://en.wikipedia.org/wiki/Long_short-term_memory