LSTM Stock Price Prediction
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LSTM Stock Price Prediction

Python TensorFlow Keras LSTM Neural Networks Machine Learning Time Series

About this project

A neural network-based stock price prediction system using Long Short-Term Memory (LSTM) networks. Built as a final project for CS 682 Neural Networks course at UMass Amherst. Implements a multi-layer LSTM architecture with dropout regularization, layer normalization, and early stopping for predicting daily stock closing prices.

Highlights

  • Multi-layer LSTM architecture with 4 LSTM layers and dropout regularization
  • Custom PriceClassifier class for stock price prediction and evaluation
  • Train/validation/test split with temporal data handling
  • Early stopping callback to prevent overfitting
  • Visualization of predicted vs actual stock prices
  • Mean squared error evaluation metrics
  • Support for layer normalization and configurable hyperparameters
  • Jupyter notebook implementation with comprehensive analysis