katameronin / aml_2022_informer-2020-model

Event-driven Stock Market Forecasting Using a Transformer-Based Model

Steps to be followed for S&P500 experiment

Informer Model on S&P500 Data

In order to run the Informer Model on the S&P 500 dataset, follow the below steps:

1. git clone https://github.com/Mister-JP/AML_2022_Informer-2020-model.git
2. Navigate to SNP500 folder
3. Open S&PIndex.ipynb
4. Run the notebook cell by cell to achieve the results

Steps to be followed for Amazon experiment

Informer Model on Amazon dataset

In order to run the Informer Model on the Amazon dataset, follow the below steps:

1. git clone https://github.com/Mister-JP/AML_2022_Informer-2020-model.git
2. Navigate to Amazon experiment folder
3. Open 27_Close_price_diff.ipynb
4. Run the notebook cell by cell to achieve the results
5. Similarly for other cases you can access rest of the models in the same folder.

We have also included data scrapper files in the repo

In order to access the code follow below steps:

1. git clone https://github.com/Mister-JP/AML_2022_Informer-2020-model.git
2. Navigate to data_scrappers folder
3. Open Data_prep (3).ipynb
4. Run the notebook cell by cell to achieve the results(But you will need to enter a valid API key)