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lstm-sp500-ohlcv – AI Model by p7ivanov | AlphaNeural AI
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LSTM S&P500 Price Predictor
Model Description
LSTM neural network trained from scratch to predict S&P500 closing price movements.
Training Data
Source:
S&P500 (^GSPC) via yfinance
Period:
2015-01-01 to 2024-01-01
Features:
Close, High, Low, Open, Volume (OHLCV)
Sequence length:
60 days
Model Architecture
LSTM layers: 2
Hidden size: 128
Input size: 5
Framework: PyTorch
Results
Metric
Value
MAE
74.14
RMSE
95.57
MAPE
1.82%
License
MIT
