Research into Forex price prediction from price history using Deep Sequence Modeling with Stacked LSTMs.

Last update: Aug 07, 2022

Overview

Forex Data Prediction via Recurrent Neural Network Deep Sequence Modeling

Research Paper

Our research paper can be viewed here

Installation

Clone the repository

git clone [email protected]:taradactyl27/forex_deep_sequence_prediction.git
All code is located within the DeepSequenceModelingPricePrediction.ipynb Jupyter Notebook. This can be viewed within Google Colab, VS Code, or whichever way is most convenient for you.

Requirements

Compiling price data from Polygon requires a Polygon API key which can be obtained through their website. This was the main source of our data and is necessary for replicating our results.
We optionally have code to pull data from a MongoDB cluster which would require proper credentials if you plan to compile your own dataset using our code.

Project Layout

paper/: The directory of our main research paper
DeepSequenceModelingPricePrediction.ipynb: Main Jupyter Notebook

Owner

Alex Taradachuk

Computer Science student at the Macaulay Honors program in Hunter College

GitHub Repository

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