If you feel that our code is helpful to you, please cite our paper:
Xinyi Li, Yinchuan Li, Hongyang Yang, Liuqing Yang, Xiao-Yang Liu, "DP-LSTM-Differential-Privacy-inspired-LSTM-for-Stock-Prediction-Using-Financial-News," 33rd Conference on Neural Information Processing Systems (NeurIPS 2019) Workshop on Robust AI in Financial Services: Data, Fairness, Explainability, Trustworthiness, and Privacy, December 2019. (https://arxiv.org/pdf/1912.10806.pdf)
Python 3.6 environment
Anaconda3
Tensorflow
Under code file 7_DP_LSTM is the main file for the DP-LSTM deep neural network.
The S&P 500 stocks are in the data folder.