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added more notebooks
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huseinzol05 committed Jul 13, 2019
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38 changes: 25 additions & 13 deletions README.md
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1. stock market study on TESLA stock, [tesla-study.ipynb](misc/tesla-study.ipynb)
2. Outliers study using K-means, SVM, and Gaussian on TESLA stock, [outliers.ipynb](misc/outliers.ipynb)
3. Overbought-Oversold study on TESLA stock, [overbought-oversold.ipynb](misc/overbought-oversold.ipynb)
4. Which stock you need to buy? [which-stock.ipynb](misc/which-stock.ipynb)

### [Simulations](simulation)

1. Stock market simulation using Monte Carlo, [stock-forecasting-monte-carlo.ipynb](simulation/stock-forecasting-monte-carlo.ipynb)
2. Stock market simulation using Monte Carlo Markov Chain Metropolis-Hasting, [mcmc-stock-market.ipynb](simulation/mcmc-stock-market.ipynb)
3. Portfolio optimization, [portfolio-optimization.ipynb](simulation/portfolio-optimization.ipynb), inspired from https://pythonforfinance.net/2017/01/21/investment-portfolio-optimisation-with-python/

### [Tensorflow-js](stock-forecasting-js)

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### Results signal prediction

LSTM Recurrent Neural Network
_**Not included all, each notebooks already rendered the result.**_

1. LSTM Recurrent Neural Network

<img src="output/rnn-only.png" width="70%" align="">

LSTM Bidirectional Neural Network
2. LSTM Bidirectional Neural Network

<img src="https://raw.githubusercontent.com/huseinzol05/Stock-Prediction-Comparison/master/output/download%20(1).png" width="70%" align="">

2-Path LSTM Recurrent Neural Network
3. 2-Path LSTM Recurrent Neural Network

<img src="output/download.png" width="70%" align="">

Deep Feed-forward Auto-Encoder Neural Network to reduce dimension + Deep Recurrent Neural Network + ARIMA + Extreme Boosting Gradient Regressor
4. Deep Feed-forward Auto-Encoder Neural Network to reduce dimension + Deep Recurrent Neural Network + ARIMA + Extreme Boosting Gradient Regressor

<img src="output/stack-xgb.png" width="70%" align="">

LSTM Sequence-to-Sequence Recurrent Neural Network
5. LSTM Sequence-to-Sequence Recurrent Neural Network

<img src="output/lstm-seq2seq.png" width="70%" align="">

LSTM Sequence-to-Sequence with Attention Recurrent Neural Network
6. LSTM Sequence-to-Sequence with Attention Recurrent Neural Network

<img src="output/lstm-seq2seq-attention.png" width="70%" align="">

LSTM Sequence-to-Sequence with Attention Bidirectional Recurrent Neural Network
7. LSTM Sequence-to-Sequence with Attention Bidirectional Recurrent Neural Network

<img src="output/lstm-seq2seq-bidirectional-attention.png" width="70%" align="">

Encoder-Decoder Feed-forward + LSTM Recurrent Neural Network
8. Encoder-Decoder Feed-forward + LSTM Recurrent Neural Network

<img src="output/encoder-rnn.png" width="70%" align="">

Adaboost + Bagging + Extra Trees + Gradient Boosting + Random Forest + XGB
9. Adaboost + Bagging + Extra Trees + Gradient Boosting + Random Forest + XGB

<img src="output/stack-ensemble.png" width="70%" align="">

### Results analysis

Outliers study using K-means, SVM, and Gaussian on TESLA stock
1. Outliers study using K-means, SVM, and Gaussian on TESLA stock

<img src="misc/outliers.png" width="70%" align="">

Overbought-Oversold study on TESLA stock
2. Overbought-Oversold study on TESLA stock

<img src="misc/overbought-oversold.png" width="70%" align="">

3. Which stock you need to buy?

<img src="misc/which-stock.png" width="70%" align="">

### Results simulation

Stock market simulation using Monte Carlo
1. Stock market simulation using Monte Carlo

<img src="simulation/monte-carlo.png" width="70%" align="">

Stock market simulation using Monte Carlo Markov Chain Metropolis-Hasting
2. Stock market simulation using Monte Carlo Markov Chain Metropolis-Hasting

<img src="simulation/mcmc.png" width="70%" align="">

3. Portfolio optimization

<img src="simulation/portfolio-optimization.png" width="70%" align="">
342 changes: 342 additions & 0 deletions misc/which-stock.ipynb

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348 changes: 348 additions & 0 deletions simulation/portfolio-optimization.ipynb

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