REGCN

The code for paper "Enhanced stock price forecasting through a regularized ensemble framework with graph convolutional networks".

Datasets

SSE dataset is facilitated through https://tushare.pro.

DJIA dataset is obtainable from https://finance.yahoo.com/.

Python environment

Python = 3.7

tensorflow = 1.15.0

others

Data preprocessing

Step1

run dataprecossing/data.py

step2

run dataprecossing/GA_VMD.py

step3

run dataprecossing/data_VMD.py

step4

run dataprecossing/adjprocessing.py

step5

run dataprecossing/normalization.py