yanjunlin-andrie / elan_stock_prediction

Compare, evaluate, and predict ELAN stock price using Monte Carlo Simulation, FB Prophet, SMA, k-Nearest Neighbors, Arima, LSTM, and EMA.

ELAN Stock Prediction

This project compares, evaluates, and predicts ELAN stock price using Monte Carlo Simulation, FB Prophet, SMA, k-Nearest Neighbors, Arima, LSTM, and EMA.

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Content incudes:

• Technologies

• Approaches

• Results

• Contributors

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Technologies

Include but not limited to the following:

This project leverages python 3.7

• Alpaca API - Collect live stock information

• Monte Carlo Forecast Tools - Visualize all possiblities

• Prophet - Time series forcasting

• Google Colab - Jupyter Notebook function in browser

• Pandas - Data analysis and manipulation

• Scikit-learn - Supplies machine learning libraries for Python

• Keras - Provides deep learning API for Python interface

• Yahoo Finance - Aquire stock data from Yahoo! Finance

• Tensorflow - Supplies machine learning libraries for Python

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Approaches

• Comparing ELAN and LLY performance
• Predict ELAN cumulative returns
• Explore Machine Learning models:
  • Simple Moving Average (SMA)
  • k-Nearest Neighbor
  • Auto ARIMA
  • Long Short Term Memory (LSTM)
• Perform future price predictions with the best model (LSTM):
  • Predict future 300 days price using historical daily closing price
  • Predict future 56 weeks performance using historical weekly average closing price

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Results

LSTM machine learning model performs the best among all explored models, thus, future predictions will be performed on LSTM model.

Historical daily closing price visualization

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Future 300 days prediction using daily closing price

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Future 56 weeks prediction using weekly average closing price

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Contributors

Yanjun Lin Andrie    |    email: [email protected]   |   

UC Berkeley Extension

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License