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SSE stock prediction using LSTM and portfolio optimization using Gurobipy

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SSE Stock Prediction Portfolio Optimization Project

SSE stock prediction (classification) using LSTM and portfolio optimization using Gurobipy

Data

The dataset was provided by USC DSO 530 Professor, it consisted two years of 50 stocks data along with precalculated technical indicators.

Dependencies

Please install the following dependencies

pandas
numpy
sklearn
tensorflow
gurobipy

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SSE stock prediction using LSTM and portfolio optimization using Gurobipy

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