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1a_Getting Data from Yahoo Finance.ipynb
1a_Getting Data from Yahoo Finance.ipynb
 
 
FINAL_Encoder_Decoder_FTSE100.ipynb
FINAL_Encoder_Decoder_FTSE100.ipynb
 
 
FINAL_Encoder_Decoder_SPX500.ipynb
FINAL_Encoder_Decoder_SPX500.ipynb
 
 
FINAL_LSTM_FTSE100.ipynb
FINAL_LSTM_FTSE100.ipynb
 
 
FINAL_LSTM_SPX500.ipynb
FINAL_LSTM_SPX500.ipynb
 
 
FINAL_VARMA_FTSE100.ipynb
FINAL_VARMA_FTSE100.ipynb
 
 
FINAL_VARMA_SPX500.ipynb
FINAL_VARMA_SPX500.ipynb
 
 
FINAL_VAR_FTSE100.ipynb
FINAL_VAR_FTSE100.ipynb
 
 
FINAL_VAR_SPX500.ipynb
FINAL_VAR_SPX500.ipynb
 
 
FTSE.csv
FTSE.csv
 
 
FTSE100_Getting_Stock_Data_with_Fundamental_Indicators.ipynb
FTSE100_Getting_Stock_Data_with_Fundamental_Indicators.ipynb
 
 
FTSEfundamental.csv
FTSEfundamental.csv
 
 
LICENSE
LICENSE
 
 
README.md
README.md
 
 
S&P_of_Getting_Stock_Data_with_Fundamental_Indicators.ipynb
S&P_of_Getting_Stock_Data_with_Fundamental_Indicators.ipynb
 
 
SPX.csv
SPX.csv
 
 
SPXfundamental.csv
SPXfundamental.csv
 
 
VAR.png
VAR.png
 
 
lstm.png
lstm.png
 
 

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thesis

All Data and Algos for Thesis

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Project using FTSE100 & SPX500 macroeconomic stock price data to forecast the close price of each dataset. Using Multivariate Vector Autoregressive Model (VAR), Vector Autoregressive moving-average Model (VARMA), Long Short-Term Memory Model (LSTM) & Encoder-Decoder LSTM

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