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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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Train and test RNN model #6

Closed AnnaDS closed 3 months ago

AnnaDS commented 3 months ago

Use last three months of data for testing. Calculate accuracy metrics to validate model accuracy for testing period. Create 1-day and autoregressive forecast

AnnaDS commented 3 months ago

Save trained model in 'forecasting/models' folder

AnnaDS commented 2 months ago

Calculate MAPE for the last 3 months as testing period