Skip to content

The Impact of Macroeconomic Parameters and Global Markets on Forecasting the FTSE Index

Notifications You must be signed in to change notification settings

PatrickBuhagiar/masters-thesis

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

The Impact of Macroeconomic Parameters and Global Markets on Forecasting the FTSE Index

author: Patrick Buhagiar

date: 11/09/2018

Installation requirements

  • Install python 3.6+
  • Using pip3, install:
    • numpy
    • pandas
    • tensorflow

How to run

All the experiments are in the src folder. Each expirment is named after the requirements in Chapter 3. To run the code, execute in command promt or console.

python3 h1.py

Replace with relevant experiment. Each experiment outputs two .csv files, one for accuracy and another for parameters. These files can the be read by the result_plotter.py file, after changing the appropriate parameters and file name in the file.

Stage 1 of h2 and h3 persist models under the h2_models and h3_models. These folders already consist of the models created in this experiment, thus stage 1 can be skipped.

Finally, the unparametric_test.py is used to output the predictions for each model. these predictions, found under the prediction folder, can be used for the Kruskall-Wallis test and Wilcoxon test.

Other notes

These experiments were run on Google Cloud, with VMs set up with 8-20 cores, thus they were meant to run on several threads and cores.

About

The Impact of Macroeconomic Parameters and Global Markets on Forecasting the FTSE Index

Resources

Stars

Watchers

Forks

Packages

No packages published

Languages