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liorsidi/sp500-stock-similarity-time-series

Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co-integration, Euclidean and Pearson.

Owner
liorsidi (personal account)
Stars
Stars: 102
Forks
Forks: 24
Language
Python
License
None
Created
2018
Tier
Prototype (100 to 249 ★) What this tier means
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