Time Series Transformer
Train transformer model to forecast stocks prices at 1 minute timescale
Compare transformer with LSTM models
Using 10 timesteps of stock's movement to forecast 1 timestep in advance
Transformer models trained faster with lesser training epochs while outperforming LSTM models
Prerequisites
Python 3.8.6
Pytorch 1.81
Python libraries pip install -r requirements.txt
Data
Facebook's intraday data
Boeing's intraday data
JPMorgan's intraday data
Model
Transformer notebook
Trained Transformer model
