AnnaDS / Stock_forecast

Test different state of art time series forecasting models for stock price prediction combining it with additional data from news feed to define the winner and build trading strategy on top.
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Add RSI and MACD to LSTM and XGboost models #26

Open AnnaDS opened 5 months ago

AnnaDS commented 5 months ago

Calculate MAPE for testing period of autoregressive LSTM and XGboost models with additional features. Create 1 day and autoregressive forecast for the next 30 days with additional features