In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.
I am a junior in high school who is very interested in learning about the applications of machine learning in finance. Finding GANs that are used for time-series predictions is nearly impossible, and I would really appreciate access to the code. I will cite you whenever needed.
Hi Boris,
I am a junior in high school who is very interested in learning about the applications of machine learning in finance. Finding GANs that are used for time-series predictions is nearly impossible, and I would really appreciate access to the code. I will cite you whenever needed.
Thank you! Email: AadiTiwari1223@gmail.com