This project aims to predict stock prices using Long Short-Term Memory (LSTM) neural networks. LSTM networks are well-suited for time-series forecasting tasks like stock price prediction due to their ability to capture long-term dependencies in sequential data.
- Python: Core programming language.
- Keras/TensorFlow: For building and training the Siamese network.
- OpenCV: For face detection and preprocessing.
- NumPy/Pandas: Data manipulation and handling.
- Matplotlib: Visualization of loss curves and training progress.
.
├── dataset/ # CSV files for NIFTY50 dataset
│ ├── stock1.csv
│ ├── stock2.csv
│ └── ...
├── models/ # Trained model weights
├── Model.ipynb # Jupyter Notebook for model
├── requirements.txt # Python dependencies
└── README.md # Project documentation
- Clone Repository
git clone https://github.com/Blaze-DSP/Stock-Prediction.git cd Stock-Prediction - Install Dependencies
pip install -r requirements.txt
The dataset used for training and evaluation consists of historical stock prices of the NIFTY-50 stocks. This dataset is used for training the LSTM network with Mean-Squrared Loss for stock prediction.
Prediction & Inference: Provide instructions on how to use the trained model for making predictions.
Enhancements: List potential improvements or optimizations that could be implemented to enhance the model's performance. Extensions: Discuss possible extensions to the current project, such as integrating with real-time data sources or applying ensemble techniques.