cyj407 / FDA-LR-NN-Adaboost

Fundamental Data Analysis - Logistic Regression, Neural Networks, Adaboost

Dataset

• S&P 500
  • Training set (02-Jan-2009~29-Dec-2017)
  • Test set (02-Jan-2018~31-Dec-2018)
• Google Stock Price

Predict Result

• Predict Close Price is up or down.
• Report

S&P 500

• Accuarcy : Adaboost(83%) > Logistic Regression(82%) > Neural Networks(80%)
• Code

Google Stock Price

• Accuracy : Logistic Regression(75%) > Adaboost(65%) > Neural Networks(60%)
• Code

Requirements

• sklearn
• pandas
• keras
• jupyter notebook