Stocks Trading Optimized Network Knowledge
Recommender system for stocks trading. Recommends every day to buy, sell or do nothing in order to maximize the proffit.
To start the docker container execute the following command
$ ./bin/start [-n <string>] [-t <tag-name>] [--sudo] [--build]
<tag-name> = cpu | devel-cpu | gpu
For example:
$ ./bin/start -n myContainer -t gpu --build
Once the docker container is running it will execute the contents of the /bin/execute file.
You can execute
$ docker exec -it <container-id> /bin/sh -c "[ -e /bin/bash ] && /bin/bash || /bin/sh"
to access the running container's shell.
I used New York Stock Exchange dataset made by Dominik Gawlik https://www.kaggle.com/dgawlik/nyse
The model architecture is comprised of a Multi-head attention layer and a LSTM layer. The model was trained with reinforcement learning, in particular PPO was used.