In this talk, I will explain how I built a stock market trend prediction system using deep learning. The goal of the project is to predict whether the S&P 500 index will move up or down in the next time period using historical data.
I will walk through how the data is collected and preprocessed, and how it is converted into sequences using a rolling window approach. I will also explain the use of technical indicators like Simple Moving Average (SMA) and Relative Strength Index (RSI) to improve the model’s performance.
The model is built using Long Short-Term Memory (LSTM) networks in TensorFlow. I will also explain how the model is trained and evaluated, along with challenges such as overfitting and handling noisy financial data.
I will demonstrate a live Streamlit web application where users can visualize trends and see prediction probabilities through an interactive dashboard.
Finally, I will share key learnings from building this project and how beginners can start developing similar real-world machine learning applications.
Understand how LSTM models are used for time-series prediction
Learn how to preprocess financial data and create input sequences
Explore the use of technical indicators like SMA and RSI
Get insights into challenges like overfitting and data volatility
See how to deploy ML models using Streamlit for real-time visualization