Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction: deep learning for Anomaly Circumvent.

These codes are run on Google Colaboratory with Python 3.

mid-lstm is the main file for the Mid-LSTM deep neural network.

The S&P 500 stocks are in the Data folder.

If you feel that our code is helpful to you, please cite our paper:

Xinyi Li, Yinchuan Li, Xiao-Yang Liu, Christina Dan Wang, "Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction," In Proceedings of 2nd KDD Workshop on Anomaly Detection in Finance (Anchorage ’19), August 2019.