This project applies deep learning techniques (PyTorch) to forecast short-term stock index movements using NASDAQ from December 2024. The pipeline covers preprocessing, model training, evaluation, and visualization. Future work aims to incorporate a visual analytics dashboard and parse stock market data from the web using Requests and Pandas.
- Preprocessing of historical stock data (CSV from Yahoo Finance)
- LSTM-based predictive model built with PyTorch
- Modularized code (
src/folder with training, evaluation, prediction, and utilities) - Training and evaluation logs with clear metrics
- Visualizations:
- Training vs Validation Loss Curves
- Actual vs Predicted Closing Prices
- Reproducible results with
requirements.txtandconfig.yaml
These results show that the model converged smoothly (validation loss ~0.0125 by epoch 10) and achieved a mean absolute error (MAE) under ~80 points on the NASDAQ index, which is strong for such a short dataset.
- Extend dataset beyond Dec 2024 for better generalization
- Add hyperparameter tuning with Optuna
- Build a Streamlit dashboard for interactive forecasting

