Data set is taken from Yahoo! finance for MSFT. Gaussian Process is been tested for various kernel functions like absolute exponential, squared exponential etc.
python gp.py
python gpall.py
Rscript arima_ann.R
- gpclose.py contains the source code for gaussian process with considering closing price as features.
- gpall.py contains the source code for gaussian process with considering all (open, high, low, close) as features.
- arima_ann.R contains the source code for arina and ann algorithms to do the prediction
- data.csv contains dataset for MSFT, taken from Yahoo! finance.