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Stock_Prediction

An LSTM neural network model written in TensorFlow.

RUN

Just run train.py withpython train.py And then use tensorboard --logdir=(tensorboard data file) like tensorboard --logdir=2018-04-21 to launch TensorBoard in your browser.

Also, you can use automatically saved model to run a demonstration of prediction. Comment out (I googled this word) the training code in if __name__ == "__main__":, with only demonstrate() left. It is surprising that the result seems good.

PROBLEMS

  1. It is weird that accuracy of test set is much higher than that of train set, 70%+ and 40%+ respectively. I have looked it upon google and zhihu, it is said that the reason is that the amount of train set is too big and it will take a while for training to make it act as normal. And right now I am working on it.
  2. The macro-F1 is really low.

THANKS

@PTSTS for dataset and advice for model.