The historical price data for this project is sourced from Yahoo Finance, utilizing the yfinance library in Python.
We fetched daily price information for various currency pairs, including:
- EUR/USD
- GBP/USD
- USD/JPY
- AUD/JPY
- USD/CAD
Additionally, we collect data for the following major stocks:
- Apple (AAPL)
- Microsoft (MSFT)
- Google (GOOGL)
- Amazon (AMZN)
- NVIDIA (NVDA)
The dataset spans from January 1, 2014, to September 15, 2024
Exploratory Data Analysis was done to understand the trends in price data and the correlation between different forex currency pairs.
3 Machine (deep) learning models were fit on the historical dataset (Prophet model, Xgboost model and CNN-LSTM hybrid model)
Model performance was evaluated using RSME and MAE statistical metrics. Back Testin was also conducted on the historical data to ascertain the performance of CNN-LSTM model which was the best performing model