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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)