Research and experiment with machine learning algorithms to predict stock direction

eleow / roboadvisorSystem

Robo-advisor

MIT License

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Research and experiment with machine learning algorithms to predict stock direction #4

Closed eleow closed 4 years ago

eleow commented 4 years ago

[ ] Research on possible algorithms
- Examples:
- Deep Recurrent Factor model using LSTM with LRP by K Nakagawa - ‎2019
[ ] Implement some of the algorithms

eleow commented 4 years ago

Models were generally not able to predict well based on fundamental features + sentiments. Also, with a model, I was not able to get significantly superior performance in terms of any KPIs (sharpe ratio, cumulative returns, etc).

I will instead use sentiments to modify portfolios directly. See https://github.com/eleow/roboadvisorSystem/issues/12