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added more deep learning models
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huseinzol05 committed Aug 18, 2019
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18 changes: 16 additions & 2 deletions README.md
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14. GRU Bidirectional Seq2seq
15. GRU Seq2seq VAE
16. Attention-is-all-you-Need
17. CNN-Seq2seq

How to use one of the model to forecast `t + N`, [how-to-forecast.ipynb](deep-learning/how-to-forecast.ipynb)
**Bonus**

1. How to use one of the model to forecast `t + N`, [how-to-forecast.ipynb](deep-learning/how-to-forecast.ipynb)
2. Consensus, how to use sentiment data to forecast `t + N`, [sentiment-consensus.ipynb](deep-learning/sentiment-consensus.ipynb)

#### [Stacking models](stacking)
1. Deep Feed-forward Auto-Encoder Neural Network to reduce dimension + Deep Recurrent Neural Network + ARIMA + Extreme Boosting Gradient Regressor
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<img src="output/attention-is-all-you-need.png" width="70%" align="">

How to forecast,
17. CNN-Seq2seq, 90.74%

<img src="output/cnn-seq2seq.png" width="70%" align="">

**Bonus**

1. How to forecast,

<img src="output/how-to-forecast.png" width="70%" align="">

2. Sentiment consensus,

<img src="output/sentiment-consensus.png" width="70%" align="">

### Results analysis

1. Outliers study using K-means, SVM, and Gaussian on TESLA stock
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