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rnn-stock-price-prediction's Introduction

Stock Price Prediction

AIM

To develop a Recurrent Neural Network model for stock price prediction.

Problem Statement and Dataset

Neural Network Model

Include the neural network model diagram.

DESIGN STEPS

STEP 1:

  1. Load the training and test dataset.

STEP 2:

  1. Prepare the dataset for training.

STEP 3:

  1. Create and train your model.
  2. Predict the output for the test data and compare it with the true stock price. Write your own steps

PROGRAM

import numpy as np import matplotlib.pyplot as plt import pandas as pd from sklearn.preprocessing import MinMaxScaler from keras import layers from keras.models import Sequential

dataset_train = pd.read_csv('trainset.csv')

dataset_train.columns

dataset_train.head()

dataset_train.tail()

dataset_train.iloc[1256:1268]

train_set = dataset_train.iloc[:,1:2].values

type(train_set)

train_set.shape

plt.plot(np.arange(0,1259),train_set)

sc = MinMaxScaler(feature_range=(0,1)) training_set_scaled = sc.fit_transform(train_set)

training_set_scaled.shape

X_train_array = [] y_train_array = [] for i in range(60, 1259): X_train_array.append(training_set_scaled[i-60:i,0]) y_train_array.append(training_set_scaled[i,0]) X_train, y_train = np.array(X_train_array), np.array(y_train_array) X_train1 = X_train.reshape((X_train.shape[0], X_train.shape[1],1))

X_train.shape

X_train1.shape

length = 60 n_features = 1

model = Sequential()

model.add(layers.SimpleRNN(50,input_shape=(length,n_features))) model.add(layers.Dense(1)) model.compile(optimizer='adam', loss='mse')

model.summary()

model.fit(X_train1,y_train,epochs=100, batch_size=32)

dataset_test = pd.read_csv('testset.csv')

test_set = dataset_test.iloc[:,1:2].values

test_set.shape

dataset_total = pd.concat((dataset_train['Open'],dataset_test['Open']),axis=0)

inputs = dataset_total.values inputs = inputs.reshape(-1,1) inputs_scaled=sc.transform(inputs) X_test = [] for i in range(60,1384): X_test.append(inputs_scaled[i-60:i,0]) X_test = np.array(X_test) X_test = np.reshape(X_test,(X_test.shape[0], X_test.shape[1],1))

X_test.shape

predicted_stock_price_scaled = model.predict(X_test) predicted_stock_price = sc.inverse_transform(predicted_stock_price_scaled)

plt.plot(np.arange(0,1384),inputs, color='red', label = 'Test(Real) Google stock price') plt.plot(np.arange(60,1384),predicted_stock_price, color='blue', label = 'Predicted Google stock price') plt.title('Google Stock Price Prediction') plt.xlabel('Time') plt.ylabel('Google Stock Price') plt.legend() plt.show()

OUTPUT

True Stock Price, Predicted Stock Price vs time

image

Mean Square Error

image

RESULT

Recurrent Neural Network model for stock price prediction is developed

rnn-stock-price-prediction's People

Contributors

joeljebitto avatar sanjay1325 avatar obedotto avatar

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