Source: wikipedia.org (Réseau de neurones récurrents)
Adapté pour le comportement du chagement du prix des actions varie dans le temps
[fcf_MCD]
extra_input = ['fcf']
tickers = ['MCD']
BATCH_SIZE = 90
LOSS = 'mae'
N_HIDDEN = 1000
NUM_EPOCHS = 100
SAVE_EVERY = 10
NUM_TIMESTEPS = 180
LEARNING_RATE = 0.001
BEGINNING_DATE = '2013-03-31'
ENDING_DATE = '2018-06-31'
TIMESTEPS_AHEAD = 7
Source: Investopedia 5 must-have metrics for value investors
Feature: pe
MAPE MAE MAPE_val MAE_val
64326.5 0.0105203 38.5159 0.0376469
Feature: de
MAPE MAE MAPE_val MAE_val
15788.3 0.00253461 10.7115 0.0148578
Feature: pb
MAPE MAE MAPE_val MAE_val
11785.5 0.00141338 7.87596 0.00641467
Feature: fcf
MAPE MAE MAPE_val MAE_val
10748.8 0.00201642 5.94198 0.00462182
Feature: peg
MAPE MAE MAPE_val MAE_val
14452 0.00176067 6.50103 0.00528985
code source disponible à
github.com/MTI830PyTraders/TradingPlayground