Project Title

Stock price forecasting of finance yahoo using statistical and machine learning models

Team member

• Văn Đặng Nhật Hưng - 20521375
• An Ngọc Vân Hà - 20521265
• Hứa Long Hải - 20521277
• Vân Thiên Thanh - 20521768
• Nguyễn Thúy Hà - 20521270
• Đào Huy Hoàng - 19521528
• Đặng Văn Tình - 19521023

Target

• Provides an overview of the price for ETH, BTC and helps readers better understand risks and opportunities to invest in this potential cryptocurrency field.

API Reference

Yahoo Finance

Date:

• 1/11/2017 - 1/11/2023

Models

• Linear regression
• FCN
• Arima
• LSTM
• Bayes
• GRU

Steps to training model

• Find papers that related to your model and answer why we choose this model.
• Split data to 3 part: 7:1:2, 6:2:2
  • Train
  • Validate
  • Test
• Describe the overview of your model and the calculation method.
• Customize parameters for optimal model.
• Start training and predict to 20/2/2024, plot the result.
• Measurement:
  • Mean Absolute Error (MAE)
  • Mean Absolute Percentage Error (MAPE)
  • Root Mean Square Error (RMSE)