{"repo":"drabekj/Stock-Marke-Prediction","free":true,"listed":false,"github":"https://github.com/drabekj/Stock-Marke-Prediction","clone":"git clone https://github.com/drabekj/Stock-Marke-Prediction.git","description":"S&P 500 next-day direction classifier using same-day closes of earlier-closing world indices (All Ords, Nikkei, Hang Seng, DAX). TensorFlow 2 / Keras.","language":"Jupyter Notebook","stars":19,"topics":["finance","keras","machine-learning","neural-network","python","stock-market","tensorflow","time-series"],"license":"MIT","category":"machine-learning","readme_excerpt":"Stock Market Prediction Feed-forward neural network that predicts the daily direction of the S&P 500 closing index from the same-day closes of earlier-closing world indices. The project started in 2017 as a hands-on study of how time-zone–staggered market closes can leak short-term information about the S&P 500. It has been modernised for Python 3.11 + TensorFlow 2 and a yfinance -based downloader so it still works after Yahoo and Quandl deprecated the original APIs. Note on the repo name: the original spelling ( Stock-Marke-Prediction ) is kept to preserve stars and external links. The project itself is, of course, about Stock Market Prediction. --- The idea Several major equity indices close before the S&P 500 does. Their same-day closes are therefore knowable at the moment we want to predict the S&P 500's own close. Index Region Close (EST) --------------------------------------- ----------- ------------- All Ordinaries ( ^AORD ) Australia 01:00 Nikkei 225 ( ^N225 ) Japan 02:00 Hang Seng ( ^HSI ) Hong Kong 04:00 DAX ( ^GDAXI ) Germany 11:30 NYSE Composite ( ^NYA ) US 16:00 Dow Jones Industrial ( ^DJI ) US 16:00 S&P 500 ( ^GSPC ) — target US 16:00 The model uses the daily returns of the non-target indices over a short lookback window to classify whether the S&P 500's return on the same day will be positive or negative. --- Quick start Example output: The original walkthrough is in Globe+Markets.ipynb . train.py is a standalone TensorFlow 2 / Keras re-implementation that run","default_branch":null,"files":null,"tree":[],"storefront":"/r/drabekj","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/drabekj/Stock-Marke-Prediction/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}