MPS
The project is the code of Multi-scale Time Based Stock Appreciation Ranking Prediction via Price Co-movement Discrimination (https://link.springer.com/chapter/10.1007/978-3-031-00129-1_39).
build_data.ipynb
The script is the pre-process of stock data. The requirement of stock data is a dataframe contains cokdcode(stock_code), date, open price, close price, high price, low price, turnover and volume of a stock. The data samples are as follows:
Then the script transform data to a pkl file.
MPS.ipynb
This is the main code of MPS model. The input the pkl file obtained by build_data.ipynb. And The code contains the train and prediction part.