VivekPa/AIAlpha
A multilayer neural network system using LSTM and autoencoders to predict stock market returns.
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AIAlpha implements stacked neural networks for predicting stock returns by extracting features from financial data, reducing dimensionality with autoencoders, and using both LSTM regression and Random Forest classification to forecast market direction. The workflow follows Marcos Lopez de Prado’s approach in Advances in Financial Machine Learning, involving feature engineering and model stacking.
Frequently asked
- What is VivekPa/AIAlpha?
- A multilayer neural network system using LSTM and autoencoders to predict stock market returns.
- Is AIAlpha open source?
- Yes — VivekPa/AIAlpha is open source, released under the MIT license.
- What language is AIAlpha written in?
- VivekPa/AIAlpha is primarily written in Python.
- How popular is AIAlpha?
- VivekPa/AIAlpha has 1.9k stars on GitHub.
- Where can I find AIAlpha?
- VivekPa/AIAlpha is on GitHub at https://github.com/VivekPa/AIAlpha.