stock-prediction-deep-neural-learning

Predicting stock prices using a TensorFlow LSTM (long short-term memory) neural network for times series forecasting

View the Project on GitHub JordiCorbilla/stock-prediction-deep-neural-learning

Architecture

The cleanup deliberately uses a strangler-style migration rather than moving every historical module at once.

Compatibility layer

The existing root scripts remain the supported legacy entry points:

This prevents old commands, notebooks and external links from breaking.

Maintained research layer

The quant_forecast_lab package contains dependency-light components that can be tested without downloading market data or starting TensorFlow:

Future refactors can move training, data and model implementations behind these stable interfaces one component at a time.

Design rules

  1. No test data may select epochs or hyperparameters.
  2. Every price forecast should be compared with a last-observation baseline.
  3. Probabilistic claims require calibration evidence.
  4. A backtest is a diagnostic, not proof of deployable profitability.
  5. Generated runs live outside source control.
  6. Legacy entry points are preserved until an explicit major-version migration.