开源软件名称:forex-prediction
开源软件地址:https://gitee.com/liwanwan/forex-prediction
开源软件介绍:
ml_projMachine Learning with Matlab 2018. Final project on Timeseries Prediction with LSTM / RNN. - Project directory structure:
ml_proj/+-- data % Contains EURUSD dataset+-- scripts % MATLAB Scripts| +-- data % data preprocessing scripts| +-- measure % RMSE and MAPE implementation| +-- arimaMain.m % Run ARIMA| +-- varmMain.m % Run VAR| +-- lstmUnivariateMain.m % Run LSTM univariate| +-- lstmMultivariateMain.m % Run LSTM multivariate| +-- config.m % Configuration+-- reports % Report (report.pdf)+-- saved_models % Trained models InstallationIn order to run the project, the following Matlab Toolboxes must be installed:1. Statistics and Machine Learning Toolbox2. Econometrics Toolbox3. Deep Learning Toolbox Running the Project - Add ml_proj and its subfolders into path
- Modify the configuration if necessary. By default, it only verifies the saved models in full dataset. Set cfg.execMode to "train" to train the model again.
- Run the respective .m file
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