Brent-oil-price-forecasting-base-deep-learning-models

implementing various deep learning networks with Pytorch and Keras using multivariate timeseries data. #Included models:

1. LSTM / Bi-LSTM
2. GRU/Bi-GRU
3. CNN-LSTM
4. CNN-LSTM-Attention
5. Encoder-Decoder-LSTM

How to use it:

1. clone the repos.
2. Create your own env and install required packages

pip install -r requirements.txt

3- run main.py

python main.py [model name]

You can select [model name] from the available model names shown on the main.py (for instance: Bi-LSTM, CNN-LSTM-att, encoder-decoder-LSTM) 4. you can setup selected features (USD, sentiment score, Brent price, you can add as many as columns you want) from arg.py in the config folder. From argg.py you can also tunning models hyperparameters.