ianyu93 / stock-market-forecast

My first-time project to build a longer-term stock market forecast as the first step towards my goal of building an asset allocator optimizer.

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#### User Guide ####
## Note: This is a read-only repo. This project is expanded into an end-to-end asset alloction system: https://github.com/ianyu93/asset-allocation-system

The project contains:
- A summary report in PDF
- Jupyter notebooks detailing the process
- Data folder with original dataset, cleaned dataset, and engineered datasets
- Models folder with 3 trained models in h5 format
- Image folder with images that are used within the notebooks and the summary report


To gain a high-level understanding of the project, please read:
-Summary Report

For details of the project's process, please read Jupyter notebooks in the order of:
0. About the Project
1. Data Cleaning
2. Feature Engineering
3. Hypertuning (3 notebooks for 3 models, content mostly the same)
4. Predictor Training (3 noteoboks for 3 models, content mostly the same)
5. Testing Models

This link provides access to all three models:
https://drive.google.com/drive/folders/1sJIyN896OKFjiWKdcVdShqmIidM6yPIk?usp=sharing

To rerun the models in '5-Testing Models.ipynb', please download and place the models in the '4-Models' folder

About

My first-time project to build a longer-term stock market forecast as the first step towards my goal of building an asset allocator optimizer.


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