项目作者: nzxtdata

项目描述 :
Project using FTSE100 & SPX500 macroeconomic stock price data to forecast the close price of each dataset. Using Multivariate Vector Autoregressive Model (VAR), Vector Autoregressive moving-average Model (VARMA), Long Short-Term Memory Model (LSTM) & Encoder-Decoder LSTM
高级语言: Jupyter Notebook
项目地址: git://github.com/nzxtdata/Multivariate-Financial-Time-Series-Forecasting-with-Machine-Learning.git