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forex-forecasting

A repo to forecast forex currency rates, with the use of Azure Databricks and the AutoML capabilities from Azure Machine Learning.

Pending Build

Automation of the .netrc file
Inclusion of additional services: Key Vault, ADF, Power BI.

Notes

Setup with python=3.7
Requires a sub.env file in the root, with a following line of code: SUB_ID=<subscription_id>.

Documentation

For AutoML, Databricks https://docs.microsoft.com/en-us/azure/machine-learning/how-to-configure-databricks-automl-environment
Paper on forecasting forex http://cs229.stanford.edu/proj2018/report/76.pdf
How to configure databricks for automl https://docs.microsoft.com/en-us/azure/machine-learning/how-to-configure-databricks-automl-environment
Classification with AutoML in Databricks https://github.com/Azure/azureml-examples/blob/main/python-sdk/tutorials/automl-with-databricks/automl-databricks-local-01.ipynb