Top AI Repos — open-source AI, indexed and scored
Top AI Repos tracks AI repositories on GitHub and answers two different questions about each one: is it moving right now, and would you bet a product on it.
Top AI Repos tracks AI repositories on GitHub and answers two different questions about each one: is it moving right now, and would you bet a product on it.
Stanford Project: Artificial Intelligence is changing virtually every aspect of our lives. Today’s algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is an exciting time to adopt a disruptive technology that will transform how everyone invests for generations. Models that explain the returns of individual stocks generally use company and stock characteristics, e.g., the market prices of financial instruments and companies’ accounting data. These characteristics can also be used to predict expected stock returns out-of-sample. Most studies use simple linear models to form these predictions [1] or [2]. An increasing body of academic literature documents that more sophisticated tools from the Machine Learning (ML) and Deep Learning (DL) repertoire, which allow for nonlinear predictor interactions, can improve the stock return forecasts [3], [4] or [5]. The main goal of this project is to investigate whether modern DL techniques can be utilized to more efficiently predict the movements of the stock market. Specifically, we train a LSTM neural network with time series price-volume data and compare its out-of-sample return predictability with the performance of a simple logistic regression (our baseline model).
| Date | Stars |
|---|---|
| 2026-07-31 | 287 |
| 2026-08-05 | 287 |
| 2026-08-06 | 287 |
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# Stanford Project: Predicting stock prices using a LSTM-Network Predicting stock prices using a LSTM-Network Introduction: Artificial Intelligence is changing virtually every aspect of our lives. Today’s algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is an exciting time to adopt a disruptive technology that will transform how investment decisions are made on a broad scale. Models that explain the returns of individual stocks generally use company and stock characteristics, e.g., the market prices of financial instruments and companies’ accounting data. These characteristics can also be used to predict expected stock returns out-of-sample. Most studies use simple linear models to form these predictions. An increasing body of academic literature documents that more sophisticated tools from the Machine Learning (ML) and Deep Learning (DL) repertoire, which allow for nonlinear predictor interactions, can improve the stock return forecasts. The main goal of this project is to investigate whether modern DL techniques can be utilized to more efficiently predict the movements of the stock market. Specifically, we train LSTM-networks with time series price-volume data and compare their out-of-sample return predictability with the performance of simple logistic regressions (our baseline models). Methods: • Long short-term memory (LSTM) recurrent neural network Programming language: Python
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Read on GitHubWould you bet a product on this? Bounded 0–100 and slow moving.
matched fp:4ebc0d7ae325f31b, llm:Description: 'train a LSTM neural network with time series price-volume data and compare its out-of-sample return predictability with ... logistic regression' (stock price prediction, deep learning LSTM).
matched fp:4ebc0d7ae325f31b, llm:Description: 'train a LSTM neural network with time series price-volume data and compare its out-of-sample return predictability with ... logistic regression' (stock price prediction, deep learning LSTM).
matched fp:4ebc0d7ae325f31b, llm:Description: 'train a LSTM neural network with time series price-volume data and compare its out-of-sample return predictability with ... logistic regression' (stock price prediction, deep learning LSTM).