Deep Learning based analysis and prediction model for SPDR S&P 500 ETF (SPY) stock is a 2nd Generation Non-linear Autoregressive (NAR) model based on the LSTM/GRU Recurrent Neural Network architecture.
Model is in the production pipeline since Nov. 27, 2014.
Market data for SPY model training are being downloaded from the
Quandl premium datasets on a daily basis.
Risks related to the novel coronavirus disease 2019 (COVID-19) caused by the virus named “SARS-CoV-2” are accounted for in this model in the form of the historical data coincided with outbreaks and other global events in the past used to train ML prediction model for SPY.
Model is being retrained on a regular basis.