Stock-Movement-Prediction-CNN

Introduction:

Multivariate time series data are ubiquitous in many practical applications ranging from health care, geoscience, astronomy, to biology and others.

In this project, I trained a convolutional neural network to take in an image of a graph of time series data for past prices of a given assets and then predict the movement of the price in the next day.

WorkFlow:

1. Obtain the data from several stocks,
2. Plot closing price and volume for given window of time for each of the stocks and stitch them to together. For example: for example image at Ta with given window of 20 includes previous 20 closing prices for all of the requested stocks.
3. Label: the label indicate if the price moved N% higher from previous day. for example if the price go 2% higher the next day, lable will be 1, otherwise, 0

To DO List:

• Validation Set last 12 months
• Documentation
• Ensemble with LSTM
• Flutter Interface

This code is developed in Google Colab