Certificate of Completion
THIS ACKNOWLEDGES THAT
HAS COMPLETED THE MAY-SUMMER 2024 DATA SCIENCE BOOT CAMP
SIU CHEUNG LAM
Roman Holowinsky, PhD
JUNE 10, 2024
DIRECTOR
DATE
TEAM
Stock price modeling and forecasting
SIU CHEUNG LAM, Suman Aich, Xiaoyu Wang, Nafis Fuad
We perform stock market analysis using data from multiple stocks (including index funds and companies). Our approach is based on both statistical modeling and LSTM neural networks. For statistical modeling we use autocorrelation plots to examine trends in data and root mean squared error (RMSE) as our key performance indicator. Using the LSTM neural network we design a regression model for forecasting and a classifier to predict whether to buy, hold or sell stocks at any given day. Finally, we explore the LSTM regression model’s ability to generalize to multiple stocks, as well as its usage for multi-day forecasting.