LSTM Time Series Forecasting on Dow Jones Industrial Average

Overview

This project implements a Long Short-Term Memory (LSTM) neural network to predict the percent change in the Dow Jones Industrial Average (DJIA) based on historical data. The model is designed to capture temporal patterns in stock price movements, enabling better forecasting of future price changes.

Technologies Used

• Python
• PyTorch
• Pandas
• NumPy
• Matplotlib
• scikit-learn

Dataset

The project uses the Dow Jones Industrial Average historical data. The dataset contains daily price data, which is processed to calculate the percent change.