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ml_final's Introduction

TARGET

目标是预测第二天的收盘价,close_price_shifted 作为预测的目标变量。

TASKS

T1: 验证社交媒体情绪对股票收盘价的影响

based on 3 different dataset: Y(基线),Y + finbert,Y + Vader

T2: model comparation

Target: choose a fit model

based on dev_set

T3: stock price prediction & trading strategy

based on test_set

Dataset

数据时间范围:2015.1.1-2019-12-31

Source:

Project Structure

FINAL/ ├── data/ │ ├── original/ │ ├── finbert/ │ └── output/ ├── models/ │ ├── finbert_GRU_model.pkl │ ├── finbert_LSTM_model.pkl │ ├── finbert_MLP_model.pkl | └── finbert_RNN_model.pkl ├── notebooks/ │ ├── SA-VADER.ipynb │ ├── SA-Finbert.ipynb | ├── DataPreprocession.ipynb │ ├── Experiment1.ipynb | ├── Experiment2.ipynb | └── Experiment3.ipynb └── README.md

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