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Differential Privacy-inspired LSTM for Stock Prediction Using Financial News. NeurIPS Robust AI in Financial Services 2019.

DP-LSTM-Differential-Privacy-inspired-LSTM-for-Stock-Prediction-Using-Financial-News

If you feel that our code is helpful to you, please cite our paper:

Xinyi Li, Yinchuan Li, Hongyang Yang, Liuqing Yang, Xiao-Yang Liu, "DP-LSTM-Differential-Privacy-inspired-LSTM-for-Stock-Prediction-Using-Financial-News," 33rd Conference on Neural Information Processing Systems (NeurIPS 2019) Workshop on Robust AI in Financial Services: Data, Fairness, Explainability, Trustworthiness, and Privacy, December 2019. (https://arxiv.org/pdf/1912.10806.pdf)

Prerequisites

Python 3.6 environment

Anaconda3

Tensorflow

Code and Data description

Under code file 7_DP_LSTM is the main file for the DP-LSTM deep neural network.

The S&P 500 stocks are in the data folder.