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Event-driven approach for stock return forecast

Project Description

This project uses Machine Learning to analysis the impacts of various events to company's stock price and use it to predict future price changes.

34 different types of pre-classified events, from Departure of Directors to Failure to Make a Required Distribution, have been considered.

Usage

To run a model, do python main.py

Development

Prepare dataset in dataset.py
Prepare the corresponding model in models.py