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Financial-Prediction-Methods——金融时间序列预测方法

(1)Financial-Prediction-CNN(卷积神经网络)

(2)Financial-Prediction-LSTM(长短期记忆神经网络)

(3)Financial-Prediction-Random-Forest(随机森林)

(4)Financial-Prediction-ARMA(自回归滑动平均模型)

2.Financial-Time-Similarity——金融时间序列相似度计算

(1)pearson_correlation_coefficient(皮尔逊相关系数)

(2)dynamic_time_wrapping(动态时间规整)

(3)cosine similarity(余弦相似度)

3.Finance-Time-Others——金融时间序列(其他)

(1)calc_variance.py(计算特征方差)

(2)confuse_matrix.py(绘制混淆矩阵)

(3)corr.py(特征间相关性)

(4)result_bar.py(绘制预测模型性能——柱状图)

(5)result_plot.py(绘制预测模型性能——折线图)

(6)similarity_time_series.py(相似金融时间序列绘制)

(7)evaluation.py(计算分类的评价指标)

(8)normalization.py(窗口数据归一化)

(9)download.py(股票数据下载)

(10)roc.py(roc曲线绘制)

(11)confusion_matrix.py(混淆矩阵绘制)

(12)kalmanfilter.py(卡尔曼滤波)


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金融数据预测分析(Random Forest; LSTM; CNN)

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