Predicting SP500 stock prices with LSTMs
research/LSTM_Prediction.ipynb - Jupyter notebook containing instructions for training the LSTM network and forecasting the prices.
src/prediction.py - Python script for forecasting prices
src/train_lstm_model.py - Python script for training/updating the LSTM model
Install all the dependencies from requirements.txt
For updating or training the LSTM model with newer prices, use a csv file containing Closing prices
For training/updating use the command, ‘python train_lstm_model.py’ and type the name of csv file (or path of csv file)
For forecasting use the command, ‘python prediction.py’ and enter the number of days you want to forecast (It is recommended to enter a value less than 15 days and always traing the network on a 15 days interval)