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STONKS - Stock Market Forecasting Using News Articles With Reinforcement And Sequence Learning

A final project for MIPT NLP 2023 course https://ods.ai/tracks/nlp-course-spring-23/competitions/final-projects-nlp-course-spring-23

Results

Method Name MSE MAPE SOAS S3PS
RIDGE 1253.37 0.12 0.44 4.85%
TREES 3919.90 0.25 0.46 -14.12%
LSTM 155.04 0.04 0.41 4.24%
DQNFCN 2027.74 0.20 0.44 -9.75%
DQNLSTM 166.67 0.05 0.56 7.33%

preview

Installation

you need python and poetry installed

make init
make install

Running a notebook

make notebook

Important scripts and files

  1. dataset notebook
  2. dataset source
  3. baseline notebook
  4. lstm solution
  5. dqnlstm solution

Contact

telegram & email

Credits

Tinkoff & Finam

Citation

@software{Sirazhetdinov_STONKS_-_Stock_2023,
    author = {Sirazhetdinov, Ruslan},
    month = may,
    title = {{STONKS - Stock Market Forecasting Using News Articles With Reinforcement And Sequence Learning}},
    url = {https://github.com/irusland/stonks},
    version = {0.0.1},
    year = {2023}
}

License

MIT License

Copyright (c) 2023 Sirazhetdinov Ruslan

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.