lilianweng/stock-rnn

Predict stock market prices using RNN model with multilayer LSTM cells + optional multi-stock embeddings.

43
/ 100
Emerging

Supports both single-stock and multi-stock prediction modes, with optional learned embeddings to capture cross-stock relationships when training on multiple equities simultaneously. Built in TensorFlow with configurable LSTM depth and size, includes data fetching utilities for S&P 500 constituent stocks and historical pricing, and integrates TensorBoard for training visualization. Designed as a reference implementation emphasizing RNN architecture patterns in TensorFlow rather than optimizing prediction accuracy.

1,973 stars. No commits in the last 6 months.

No License Stale 6m No Package No Dependents
Maintenance 0 / 25
Adoption 10 / 25
Maturity 8 / 25
Community 25 / 25

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1,973

Forks

678

Language

Python

License

Last pushed

Jul 28, 2022

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