Reinforcement Learning for Stock Prediction

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  • Опубликовано: 25 окт 2024

Комментарии • 183

  • @ukimalla
    @ukimalla 6 лет назад +133

    with the number of videos he's putting out these days, i'm convinced that he's built an AI that edits videos for him. keep it up man! loving all your recent content!

    • @NickKartha
      @NickKartha 6 лет назад +4

      This should be true at this point. Would be dissapointing if not.

    • @saiskanda
      @saiskanda 6 лет назад +1

      Yup defined true! Siraj prove to us you are human!!!

    • @RahulKumarAitian
      @RahulKumarAitian 6 лет назад

      I thought the same..

    • @lionelarucy4735
      @lionelarucy4735 6 лет назад

      Currently my favorite youtuber. It's weird but everytime I think of doing a project on AI somehow youtube always suggests the topic and it's usually by Siraj. Am beginning to think the AI thing might be true lol.

    • @ItzGanked
      @ItzGanked 5 лет назад +3

      nah just plagiarism

  • @samram2950
    @samram2950 6 лет назад +25

    Man u are not human being, i'm hardly finding time or energy or motivation to learn new concepts everyday, you are not only learning but mastering and releasing videos on constant basis, you are some thing else dude.

    • @SirajRaval
      @SirajRaval  6 лет назад +8

      Thanks Sam, I'm definitely trying to transcend my human capabilities and do the same for Wizards everywhere

    • @samram2950
      @samram2950 6 лет назад

      Wow, wasn't expecting this, you made my day (technically night) by responding to my post, thanks man.

    • @TheBobjovi
      @TheBobjovi 6 лет назад +3

      sam ram it's easy to give the illusion of having mastered these topics

    • @abramswee
      @abramswee 6 лет назад

      i think Siraj is a borg from star trek. there is no way a mere mortal can do all these video in such a short time.

    • @ThunfischXXx
      @ThunfischXXx 5 лет назад

      Well, ou go on medium, read a few articles and make the video!

  • @mikedavinci6731
    @mikedavinci6731 5 лет назад

    Siraj Raval is a A.I created by Google he is way too good to be human !

  • @12WeMet1
    @12WeMet1 4 года назад

    We need more programmers like this gentleman educating people!

  • @dp0813
    @dp0813 5 лет назад +5

    Haven't watched one of your vids in a long time; so glad to see you've slowed down your presentation speed! Keep up the great work!!

  • @dewasahu7714
    @dewasahu7714 2 года назад

    👍👍well explained video

  • @donnidarko465
    @donnidarko465 6 лет назад

    I like this style of video better than others. Very easy to follow along with , perfectly paced

  • @waynefilkins8394
    @waynefilkins8394 5 лет назад

    These videos never go anywhere. He always gets to the end and the results "aren't that good but can be improved". I thought it was going to show you a trading strategy? Not just a chart with some plots. He just goes on and on through all this super-complex shit, then it doesn't work anyway lmao. Oh well I guess it's like they say: if you can't do, teach. He has all these people who don't know anything about machine learning like "omg he's so smart, what a genius" but he's just putting out these same style videos on new topics with no real positive end result. Reminds me of tv shows that end every episode in a cliffhanger, except he shows us the result of the cliffhanger, without actually making us watch the next episode, and it's always a disappointment. Actually if he actually reads this, that's a damn good idea I just brought up..you should hold the results and put them in the beginning of your next video. I bet you get like 50% increased views that way. "So for today's video, first of all here's the results of the last video, it was another fucking failure...but oh it can be improved with other strategies i'm sure of it! Okay onto today's project which i'm sure will end with very positive results!" fucking genius.

  • @illustriouschin
    @illustriouschin 6 лет назад +2

    You are the second smartest man on RUclips.

    • @jkrai9684
      @jkrai9684 6 лет назад +1

      Gordon Chin whos the first?

    • @SirajRaval
      @SirajRaval  6 лет назад +6

      i am the sum of the people that have influenced me

  • @loganathansiva7063
    @loganathansiva7063 3 года назад

    Hi Siraj very kind of you. Best wishes for your future journey. Hats off to your wonderful and amazing videos. Very much stunning and impressing and shocked by the way the stock predictions are done in this manner. Thanks a lot. Advance congratulations to you and your ventures. May the almighty bless shower on you.

  • @BonBourbon
    @BonBourbon 6 лет назад +8

    Bzzzz bzzzz....
    - Bogdanov ?
    - Yes ?
    - He did it.
    - He bought ?
    - He went all in.
    - .... Dump it.

  • @vijayabhaskar-j
    @vijayabhaskar-j 6 лет назад +13

    There is actually a full specialisation on reinforcement learning on finance. On Coursera

  • @M.G.R...
    @M.G.R... 6 лет назад +6

    *Very very thanks sir for this awesome gift* 😀😀😀😀

  • @appliedstatistics2043
    @appliedstatistics2043 4 года назад +1

    thank you, Siraj for your learning resources, it really helps me out regarding my thesis

  • @zaednovideo
    @zaednovideo 6 лет назад

    You developed this into a whole video? You have no idea how thankful I am! Bro you are the absolute best! I have been thinking of this possibility to use the latest in RL for trading for a long time although I wasn't sure where to start and how to approach it.

  • @ZobasArk
    @ZobasArk 6 лет назад

    Rocking it now thanks to you. It's starting to gradually sink in. Had to pause your video about 100 times and write your entire transcript and read it back about 5 times, but man.... my brain took a leap. I'm already thinking of ways to improve the model. I might be able to do a Siraj Rap before you know it as well, get into a rap battle:) Just kidding, I'm 56 and learning this for the first time. My dendrites are firmly planted so the elasticity to learning has to be rerouted through repetition or brain implant technique. So the more I think about this I believe the best route to any model is to keep it processing in your head until you've got it figured out 100% and then make the model to match your own thinking. I was thinking of creating a virtual clone of myself and the way I process which is far different than the average bear. I could do a gradient descent as an activation function, but then I started to think that it could become more than that, and started looking at nano processes and developed a new way of processing information. This took it to the next level, then I built my first nanochip from scratch. I couldn't see it at first, but it hit me. We are here at this crossroads of seeing nano materials that could be programmed with Artificial Intelligence. Where is this going? I'm right back to starting up your video again, more to learn would love to partner with you.

    • @M4gicT0
      @M4gicT0 6 лет назад

      what. the. fuck.

  • @sonofdarvin
    @sonofdarvin 6 лет назад

    Good Guy Siraj, wants to make us rich.

  • @OO-ie1pe
    @OO-ie1pe 6 лет назад +3

    Mr. Raval, how can you use this for multiple stocks in different categories at the same time? Instead of just the google ticker symbol.

  • @zaednovideo
    @zaednovideo 6 лет назад +2

    Siraj, you can make a video showing how to give other types of info as input to your bot - along with stock market data you would dig into news, articles of traders and analysts, as well as financial statements and any other company data you can find. Although that would be a bit of a tall order as it requires tons of parsing.

  • @alexrosellverges8345
    @alexrosellverges8345 6 лет назад

    Awesome, more on videos on Reinforcement Learning applied to real problems!!

  • @NyroSlice
    @NyroSlice 3 года назад

    you are awesome man! thank you so much

  • @rizkyyogaoktora949
    @rizkyyogaoktora949 3 года назад

    I use tf_agent for this technique. it's easy to implement

  • @albertomartel6508
    @albertomartel6508 6 лет назад +1

    This was already the side project I have in mind. Trading bot with RL. The video on this topic was overdue for a long time

  • @kingsopaan
    @kingsopaan 6 лет назад

    Warm Greetings Siraj ,
    Thanks for pushing me forward . I am awe struck each time i tune on the channel . Man god bless you .
    Peace .
    Regards

  • @anatolyalekseev101
    @anatolyalekseev101 6 лет назад

    I was very glad to hear your first words about that predictive models are not all what's needed for successful trading, that trading policy is no less important than accurate predictions. However I was disappointing to see your final chart where you draw a comparison of .. just predictions. Not performance metrics. Of course nobody can beat the market in 9 minutes ))

  • @UsmanAhmed-sq9bl
    @UsmanAhmed-sq9bl 6 лет назад +1

    Superb Siraj 💞. I searching for this and you did it.

  • @naseef2075
    @naseef2075 6 лет назад +1

    You uploaded it just like you said yesterday, Thanks, I really wanted to learn this.

  • @arcticspacefox864
    @arcticspacefox864 5 лет назад

    Always such an excited siraj 😂 love it cant stop watching

  • @rameshkannan4862
    @rameshkannan4862 6 лет назад

    Wow..! You made it so simple ..! Love your content..!

  • @ai4finance_byfintech
    @ai4finance_byfintech 3 года назад

    FinRL: A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance

  • @zhongzhongclock
    @zhongzhongclock 6 лет назад +3

    I'm doing the same work in the last year.
    I've one question about the RL for stock trading. How to define a training session(cycle)? E.g. I've 10 years stock prices data about 100 stocks, then how can I define a training cycle and divide the training&validation dataset? Currently I'm using the first 9 years data as training dataset with all 100 stocks, and the last 1 year as the validation dataset, but if so, the training data's time is too short, and it's very easy to have overfitting problem. If I divide the 100 stocks into several different groups, and train them seperately, then their trained models couldn't be used mutually, it means more training data couldn't provide higher prediction accuracy, because we only could have more stocks' data, but couldn't have longer stock history data.
    Currently I could find a suitable answer on this question.

    • @LiZhubjtu
      @LiZhubjtu 4 года назад

      钟钟您好,By Q learning, you can only obtain the optimal action(buy, sell, or hold). How can you get the price?

  • @willykitheka7618
    @willykitheka7618 6 лет назад

    Goodness! The intrinsic value of the information you share is just mind blowing! Am enjoying every minute of it! Great job and thanks a lot!

  • @I_Know_First
    @I_Know_First 6 лет назад +9

    Thank you for sharing our content, You can find more on our youtube channel!

  • @sibonelongobese8639
    @sibonelongobese8639 6 лет назад

    Thank you, Siraj. Keep up the good work.

  • @shambhavimishra3136
    @shambhavimishra3136 5 лет назад

    In your GitHub link the code is very nicely explained but how we plot graphs, what area the parameters you are setting in x-axis and y-axis. please let me know sir, how you predict the model. Please let me know sir.

  • @memoriasIT
    @memoriasIT 6 лет назад +1

    Your videos are always great, and in the last years I have seen your content getting better and better. Good job 🙌🙌

  • @eav300M
    @eav300M 6 лет назад +2

    You are amazing!! Thank you!! 🙏😀📈📉🏆

  • @sgatea74
    @sgatea74 4 года назад

    What are the features feeding in the mentioned policy - aka the financial performance indicators ? A historical stock trend is not a values predictor by itself.
    How does the company strategy influences the long term investment decision - how is this information captured and used?

  • @OO-ie1pe
    @OO-ie1pe 6 лет назад

    neva mind just had to watch your video several times

  • @ishantyagi1948
    @ishantyagi1948 5 лет назад

    Isn't the reward function initially unknown (and to be determined by the model) in the case of Q-learning(model-free) as opposed to the DP approach. The github link specifies the reward function as reward = max(data[t] - bought_price, 0) beforehand. What am I missing here?

  • @TQwando
    @TQwando 6 лет назад +1

    Awesome video!
    I watched most of your videos and was wondering why there wasn't one on Distributed ML.
    I strongly believe one of the keys parts of getting to AGI is to use a distributed system.
    For example look at how our body/brain operate, it basically distributes tasks and then connects them in several ways in order to achieve a common goal.
    Perhaps do a example comparison like Horovod (from Uber) VS Distributed TensorFlow (from Google) (or more fully integrated solutions like dmtk (Microsoft) vs Spark (Apache))

  • @arsalan2780
    @arsalan2780 6 лет назад +2

    Can you please make a detail video on this topic.. it seems like a rapid fire round :D ..

  • @AbhishekKumar-mq1tt
    @AbhishekKumar-mq1tt 6 лет назад

    Thank you for this awesome video

  • @oracletrading3000
    @oracletrading3000 5 лет назад +1

    Informative project 👍
    But can we use the close price to affect the action? Maybe we can use more information rather than close price (open, high, low, close)
    I've modified the environment to match binary options but it seems the agent can not find the result even after 10.000 episodes

  • @akramsystems
    @akramsystems 6 лет назад

    Omg this guyyyyyy such a great guy !

  • @evanskiplagat7303
    @evanskiplagat7303 6 лет назад

    hi Siraj, model requires xrange which is not defined. I used
    def xrange(x):
    return iter(range(x)) in evaluate.py,function.py and train.py files then
    def xrange(x,l):
    return iter(range(x,l)) in agent.py file

  • @Gottii92
    @Gottii92 6 лет назад +1

    @siraj raval how do i create my own gym? literally every tutorial i find uses gym.make but how can i apply reinforcement or q learning on my own environment? keep up the good work

  • @saiksredmi6196
    @saiksredmi6196 6 лет назад

    Hey Siraj, hope you are doing well. Thanks for your youtube channel and the stuff you put. I am starting off with learning Python. Can you suggest me one best book or web content for Algorithms and Data structures in Python?

  • @SurajKumar-rs5xh
    @SurajKumar-rs5xh 6 лет назад

    siraj bro you rock

  • @zupachai
    @zupachai 6 лет назад

    Thank for your sharing!

  • @SimonLimygoogleplus
    @SimonLimygoogleplus 6 лет назад

    The code represent is better than coding on the note book. It is easier to watch the code. Thanks.

  • @RobTheQuant
    @RobTheQuant 6 лет назад +34

    Siraj, I'm a big fan of yours, but looks like you're churning videos like crazy with popular keywords like 'stock prediction, making money etc' to attract subscribers, while not really caring about the subject of trading and it shows in depth and quality. The code doesn't even work. Yahoo finance api was discontinued in 2017. Did you just put up an old code without even testing it?

    • @SirajRaval
      @SirajRaval  6 лет назад +6

      give me 30 minutes fixing now

    • @SirajRaval
      @SirajRaval  6 лет назад +23

      Thanks for the feedback Robert! I went ahead and fixed it on GitHub. I'll admit I didn't test it beforehand because I've been moving so fast. I'll definitely do that next time. And as I consciously grow this channel to spread AI knowledge as far as I can, I'll try and stick to subjects at the intersection of my deepest interests and the interests of all Wizards.

    • @purelogic4533
      @purelogic4533 6 лет назад

      robert vo my view is Siraj is doing a great job sharing directions one could take to explore AI techniques on various problems. Stock predictions is a worthwhile space as there can be immediate economic benefits if you have a winning algorithm. You will have to research and learn about how to make stock trading investor ready if u want to take that path.

    • @ifoundthistoday
      @ifoundthistoday 6 лет назад +3

      each video is a 12 month rabbit hole ... I would rather he choose one or two topics a explore them

    • @woolfel
      @woolfel 6 лет назад

      Since I used to work in boston's financial district, you can't "effectively" use public stock API to do forecasting. The latency is too high. There's a reason why businesses use FIX protocol and connect to paid services. If you look at recent reports about hedge funds, they've been going down and don't perform as well as S&P500. The HFT guys still make lots of money, but that's about speed and less about sophisticated algorithms/models.

  • @saiskanda
    @saiskanda 6 лет назад

    Siraj can you do a video about Language learning and translation? And what languages do you speak?
    Xiaomi made a mini translator that doesn’t need data. But can instantly translate between 14 languages. Found it very interesting. I heard they are using Microsoft developed algo for it

  • @ironbike
    @ironbike 6 лет назад

    It could be amazing if you are creating a video about AI and Social Marketing Influencers.
    As the social nets are growing, and the number of followers, there is a huge market for adds that very few people know the real ROI, because there are very few real followers behind the big accounts. Can you show and discover the revenue of influencer marketing and share your knowledge about this field? You can compare the big influencers against the small influencers and predict who makes better sales after advertising a product via a post/picture/video. Thanks for this video of trading.

  • @MLwithAlva
    @MLwithAlva 6 лет назад

    Exciting!! Might try to implement this 🤔

  • @enkimarduk7028
    @enkimarduk7028 5 лет назад

    Mine was the 1000th thumb up, ah ah ah!

  • @jialianglow
    @jialianglow 6 лет назад

    How do you train the deep neural network, what are you optimising for? It's supervised i assume? I know the RL part is optimising the decision making. But how is the neural net part trained. What are we training it to recognise?

    • @jialianglow
      @jialianglow 6 лет назад

      For thing like DQN and stuff like that. I've never understood the neural network part of RL with a neural net

  • @alfonshomac
    @alfonshomac 6 лет назад +2

    There's an NYU course on this at Coursera right now.

  • @shubhamagarwal5933
    @shubhamagarwal5933 6 лет назад

    Great. It would be awesome if you could teach us something about your specialization i.e
    robotics..

  • @Funny9689
    @Funny9689 6 лет назад

    Can you please do a video on deep reinforcement learning for continuous action spaces? Thanks.

  • @3verythingisbroken
    @3verythingisbroken 6 лет назад

    Hello Siraj, it’s World.

  • @maryammoghimi3579
    @maryammoghimi3579 6 лет назад

    Hello, thank you for your useful videos. I would like to know about XCS in stock market. Could you please help where I can find this code?

  • @ShakTMT
    @ShakTMT 3 года назад

    great

  • @juanpabloweber9029
    @juanpabloweber9029 6 лет назад

    Total noob here. Are RL methods better than LSTM's? Is it possible to do a combination for better predictions? I would be happy to just get a prediction for the next trading day in Forex or any instrument and trade in that direction intraday.

  • @ravindulandekumbura6811
    @ravindulandekumbura6811 5 лет назад

    hey it was very interesting and it helped me a lot in one of my academic project. Could you please give me the where you took this dataset?

  • @eminem2
    @eminem2 4 года назад

    Man how is this guy still on youtube

  • @SciTechTalk
    @SciTechTalk 6 лет назад

    I would very much like to see a video on “Self supervised Learning” (Yann LeCun) !!

  • @wolfisraging
    @wolfisraging 6 лет назад +2

    U r one and only

  • @jokeith2798
    @jokeith2798 6 лет назад

    interesting.... what if we could apply to us humans itself?
    I mean you get things done this way right?

  • @VISHALSHARMA-qb7ue
    @VISHALSHARMA-qb7ue 6 лет назад

    You are awesome bro

  • @Acid31337
    @Acid31337 6 лет назад

    finally you got it

  • @asadullahfarooqi254
    @asadullahfarooqi254 6 лет назад

    where was you looking at 0:50 ?

  • @guitarheroprince123
    @guitarheroprince123 6 лет назад +3

    I once tried RL on Bitcoin Price. AI told me to buy and never sell because it keeps going up ._.

    • @cernos7230
      @cernos7230 5 лет назад +1

      well it's currently down, I suggest you buy now or later since it is still going down

  • @saburihindaria9409
    @saburihindaria9409 5 лет назад

    hey could you explain how did you create graphs from your github code?!

  • @HessianISR
    @HessianISR 6 лет назад

    Is the Q function part an excerpt from an article? Could you link it please? :)

  • @shamoonmohammad5230
    @shamoonmohammad5230 6 лет назад

    in your github code there is no code for visualization ,only output is printed on terminal can you help in this

  • @Ur.Podcast_Buddy
    @Ur.Podcast_Buddy 3 года назад

    How to learn reinforcement learning from starting?

  • @M.G.R...
    @M.G.R... 6 лет назад

    *Sir pls make a video on Reinforcement Learning for Binary Option and Forex*

    • @oracletrading3000
      @oracletrading3000 5 лет назад

      I'm doing it, but still don't get the best solution from the agent

  • @paulogaleano5941
    @paulogaleano5941 6 лет назад +1

    Hi, I training the model with real historical data, but, when I try evaluate current year with the model it returns.
    python evaluate.py YPFD.BA model_eP1000
    Using TensorFlow backend.
    --------------------------------
    YPFD.BA Total Profit: $0.00
    --------------------------------
    Can you help me to understand? Action always is 2

    • @madytyoot9888
      @madytyoot9888 6 лет назад

      See github.com/edwardhdlu/q-trader/issues/1

  • @waynefilkins8394
    @waynefilkins8394 5 лет назад

    Is there a link to the code used for that tensorflow prediction?

  • @LiZhubjtu
    @LiZhubjtu 5 лет назад

    By Q learning, you can only obtain the optimal action(buy, sell, or hold). How can you get the price? U did not tell.

  • @Foxxxxx96
    @Foxxxxx96 Год назад

    can you make one using chat GPT?

  • @OO-ie1pe
    @OO-ie1pe 6 лет назад

    thank you once again

  • @iamhamzaabdullah
    @iamhamzaabdullah 6 лет назад

    How to predict using ML estimated time of arrival of trains?

  • @johnvonhorn2942
    @johnvonhorn2942 5 лет назад +1

    Quagmire values had me in hysterics. My neural network did NOT predict that; straight out of left field.

  • @hk2780
    @hk2780 6 лет назад

    Do you know any paper related with the reinforce learning which work as stock investigation?

  • @p.j.carpio9585
    @p.j.carpio9585 6 лет назад

    Thanks !!

  • @eeee8677
    @eeee8677 5 лет назад

    you rock

  • @JohnKlopp
    @JohnKlopp 6 лет назад +2

    Learning AI is fun!

  • @bazkon30
    @bazkon30 5 лет назад

    this video is all about show! Also if you want to show Q-learning in real-world you better show the algorithm that works with function approximation (aka neural networks) and not tabular representation, and there are so many other flaws I see in terms of applications and from identifying what state is and how you represents them. Well misleading from technical point of view but amazing videos for the purpose of marketing your channel! (nothing bad about it but it is important to make sure the level of technicality is truthful.)

  • @shivangmathur8776
    @shivangmathur8776 6 лет назад

    Does this use a time series model?

  • @dummydummie5235
    @dummydummie5235 6 лет назад +4

    Hai.. can anyone help me....I'm trying to predict stock price using this code....But I'm getting value only 0....And I'm not getting any graph printed...

  • @Themusicaligera
    @Themusicaligera 6 лет назад

    Please help! I cloned the project in order to do a test, I am using Intellij IDEA Ultimate, how can I train and test the project??

  • @diegoantoniorosariopalomin4977
    @diegoantoniorosariopalomin4977 6 лет назад +1

    Do you know how to use ai to explain why stock has / will change its value ?

  • @poisonza
    @poisonza 6 лет назад

    dqn < ddqn < dpg better imo

  • @phcpovoa
    @phcpovoa 6 лет назад +1

    Siraj, can you also post the same code without usage of Python classes? I find very hard to understand it, although I try very hard...
    PS: thanks for sharing your knowledge. Your videos are great!

  • @techguy8274
    @techguy8274 6 лет назад

    I think now you need NLP on RUclips Comments ... 😀🏆 😀😀

  • @justsomerandomguy933
    @justsomerandomguy933 6 лет назад +2

    Cool! I am gonna be rich! :D

  • @carlelg5001
    @carlelg5001 6 лет назад

    Why python2?

  • @MakerClubforALL
    @MakerClubforALL 6 лет назад

    Can anyone help me with the code error?
    Traceback (most recent call last):
    File "train.py", line 1, in
    from agent.agent import Agent
    ImportError: No module named agent.agent

    • @xtr33me
      @xtr33me 6 лет назад

      Not sure if you got this resolved, but I got around this by using python 3 rather than 2

    • @GermanCoder42
      @GermanCoder42 5 лет назад

      try to put every klass into same file

    • @oracletrading3000
      @oracletrading3000 5 лет назад

      Install gym requirements