A machine learning model that predicts stock prices using a regression approach. This project achieves an 86% regression accuracy within a 0.1 tolerance using a deep learning architecture with:
- ReLU activation
- Mean Squared Scaled (MSS) loss function
- Adam optimizer
- Predicts stock prices based on historical data
- Uses a regression model trained on time-series inputs
- High performance with 86% accuracy (tolerance β€ 0.1)
- Modular and extensible codebase
- Model Type: Regression (Deep Learning)
- Activation Function: ReLU
- Loss Function: MSS (Mean Squared Scaled)
- Optimizer: Adam
- Evaluation Metric: Accuracy within 0.1 tolerance
The model is trained on a dataset of historical stock prices. The dataset includes:
- Open, High, Low, Close prices
- Volume
- Optional: Technical indicators like SMA, EMA, RSI
π Note: Please ensure your data is normalized/scaled appropriately before training.
Planned and possible future enhancements:
π LSTM/Transformer Models: Improve temporal awareness with sequence models
π Advanced Metrics: Include MAPE, RMSE, RΒ² score
π Real-Time Data: Integrate Yahoo Finance, Alpha Vantage, or Polygon APIs
π§ͺ Hyperparameter Tuning: Add Optuna or grid/random search
π§° Technical Indicators: MACD, Bollinger Bands, RSI, etc.
π Backtesting Module: Evaluate predictions with historical strategy tests
πΊ Visualization UI: Build dashboard with Streamlit or Dash
π¦ Deployment: Export and serve via Flask, FastAPI, or ONNX
π§ Ensemble Learning: Blend multiple models for robustness
π Checkpoints: Add save/load training checkpoints
π§ͺ Unit Tests: Ensure stability and correctness βοΈ AutoML Support: Plug in with H2O, Auto-sklearn, etc.
- using advanced evaluation metrics like MSE, MAE and R2
π€ Contributing Contributions are welcome! To contribute, fork the repo, make changes, and submit a pull request. For major feature proposals, please open an issue first.
π License This project is licensed under the MIT License.
π¬ Contact For questions, suggestions, or collaborations: π§ [email protected]
git clone https://github.com/Indecre/stock-predictor/edit/main/README.md
cd stock-predictor