p7ivanov/lstm-sp500-ohlcv

LSTM S&P500 Price Predictor

Model Description

LSTM neural network trained from scratch to predict S&P500 closing price movements.

Training Data

• —Source: S&P500 (^GSPC) via yfinance
• —Period: 2015-01-01 to 2024-01-01
• —Features: Close, High, Low, Open, Volume (OHLCV)
• —Sequence length: 60 days

Model Architecture

• —LSTM layers: 2
• —Hidden size: 128
• —Input size: 5
• —Framework: PyTorch

Results

License

MIT