LSTM S&P500 Price Predictor
Model Description
LSTM neural network trained from scratch to predict S&P500 closing price movements.
Training Data
- Source: S&P500 (^GSPC) via yfinance
- Period: 2015-01-01 to 2024-01-01
- Features: Close, High, Low, Open, Volume (OHLCV)
- Sequence length: 60 days
Model Architecture
- LSTM layers: 2
- Hidden size: 128
- Input size: 5
- Framework: PyTorch
Results
| Metric | Value |
|---|---|
| MAE | 74.14 |
| RMSE | 95.57 |
| MAPE | 1.82% |
License
MIT
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