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Predict stock market prices using RNN

Check my blog post "Predict Stock Prices Using RNN: Part 1" for the tutorial associated.

  1. Make sure tensorflow has been installed.
  2. First download the full S&P 500 data from Yahoo! Finance ^GSPC or this link. And save the .csv file to _data/SP500.csv.
  3. Run python main.py --help to check the available command line args.
  4. Run python main.py to train the model.

Such as:

python main.py --stock_symbol=SP500 --train --input_size=5 --lstm_size=128 --max_epoch=50

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