LSTM-Models-for-Pair-Trading

Academic Project Goals:

Examine the possibility to predict stock market based only on the closing price information.
Examine the effect of including related stocks in the prediction.
Predict the stock direction (classification) and price change (regression) some period in the future.

The copy of the project methodology and results are included within the repository as PDF files:

Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
CDS Presentation Final.pdf		CDS Presentation Final.pdf
CDS Report.pdf		CDS Report.pdf
Cointegration Matrix_v4.ipynb		Cointegration Matrix_v4.ipynb
LSTM_Model_4.ipynb		LSTM_Model_4.ipynb
Project_Evaluation_LogisticRegression.ipynb		Project_Evaluation_LogisticRegression.ipynb
Project_Evaluation_NaiveBayes.ipynb		Project_Evaluation_NaiveBayes.ipynb
Project_Evaluation_RandomForest.ipynb		Project_Evaluation_RandomForest.ipynb
README.md		README.md