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DTSC71/31-301 Applied Machine Learning
Assignment 3
Overview
You have two main tasks for this assignment:
1. Conduct a literature review of at least 10 academic articles focusing on the use of RNNs in stock
price prediction (use google scholar and focus on the last 5 years). For each article, describe:
a. the data and timeframe used,
b. the metric for success and how well the final model performed,
c. the RNN structure
d. any other comments you think are relevant to understanding the results of the paper.
2. Build an RNN focused only on using past prices to predict future prices. Describe the modelling
process using the same approach as your first two assignments.
A template notebook has been uploaded to iLearn which contains a very simply model. You are to use this
as a starting point. Your goal is to build the best model you can. Remember a good model sits right at the
border between underfitting and overfitting – it maximizes accuracy while minimizing the network size.
Report Template
Aim to produce a structured report that suitably reflects the tasks above. You should clearly distinguish
between the Literature Review and the Modelling.
Focus on explaining why you made the decisions and choices you made. I can see what you did in the code
you upload… what I want to know is why you made those choices.
Marking thoughts
• I value conciseness and elegance in coding.
• I value your explanations as to why you made the choices you made.
• I value the quality of the model – higher test accuracy and a lower number of network parameters
makes a better model. To achieve this takes considerable effort and thought, which will be rewarded.
• Surprise me.