Super easy Python stock price forecast (using keras / rnn) Deep learning

Super easy deep learning (using rnn) to predict the ups and downs of the next day’s stock price using keras in Python

1. tool installation

$ pip install scikit-learn keras pandas_datareader

2. file creation

3. execution

$ python pred.py

That’s super easy!

4. result

As a result of calculation with the same data and features, MLP are the best among XGBoost, DNN, LSTM, GRU, RNN, LogisticRegression, k-nearest neighbor, RandomForest, BernoulliNB, SVM, RGF, MLP, Bagging, Voting, Stacking.

XGBoost            0.5119047619047619
DNN                0.5496031746031746
LSTM               0.5178571428571429
GRU                0.5138888888888888
RNN                0.5376984126984127
LogisticRegression 0.5496031746031746
k-nearest neighbor 0.5198412698412699
RandomForest       0.49603174603174605
BernoulliNB        0.5496031746031746
SVM                0.5396825396825397
RGF                0.5158730158730159
MLP                0.5694444444444444
Bagging            0.5297619047619048
Voting             0.5416666666666666
Stacking           0.5218253968253969

5. reference

Keras documentation: SimpleRNN layer