GitHub repository: nzxtdata/Multivariate-Financial-Time-Series-Forecasting-with-Machine-Learning
Primary language: Jupyter Notebook
Description: 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