syc12 / stock-price-prediction Goto Github PK

This was submitted on the 21st August 2020 as part of my dissertation project for the Master's in Computer Science degree at Newcastle University. In this project, I investigated the existing and new methods of predicting stock price. In particular, the ARIMA model is a robust and established model. On the other hand, the Prophet model, a newer additive model claims to be better than the ARIMA. Finally, the LSTM model, a type of neural network model, is also used due to its ability to learn sequences of input and its ability to filter input by forgetting information it considers irrelevant.