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research-stock-prediction's Introduction

Market Analysis Techniques

This project leverages various machine learning tools to predict the price movement of stocks.

Graph Data can also be found at: https://docs.google.com/spreadsheets/d/1h2iohG01RSHTFPjjJPyFlq6uHYE5OQvl8vNjeOhmg4k

File Structure

Extraction

  • transform.ipynb
  • Sector_Name_Calculation.ipynb

Classifiers

  • RandomForest.ipynb
  • KNN.ipynb
  • NaiveBayes.ipynb
  • NeuralNetwork.ipynb
  • DecisionTree.ipynb
  • SVM.ipynb

These files can be configured to operate either on the entire dataset or perform the analysis on various sectors by toggling the following parameters:

  • check_each_sector: Perform a sector wise analysis if True
  • less_columns: Use only the columns selected after Feature Selection if True
  • minify: output only the precsion for buy signals, recall for sell signals and overall accuracy instead of the entire sklearn classification report if True
  • print_data: prints the output as the classifier is run if True

Results

  • Graph Data and Graphs.zip

research-stock-prediction's People

Contributors

sjdee avatar

Stargazers

Jonathan King avatar  avatar 椎名 avatar Andrey Shitov avatar RobertHua96 avatar Ramtin Ardeshirifar avatar  avatar  avatar franz101 avatar

research-stock-prediction's Issues

Future Lookahead Bias

You collect test and training data randomly, which means the model being trained already knows what will happen in the data when you test it. This is the reason why you are getting high results. For time series data, it's generally more appropriate to split the dataset based on time. For example, using the first 70% of the data for training and the last 30% for testing.

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