Improving Hybrid Attention Network (HAN) for Stock Movement Prediction using FinBERT-enhanced Embeddings
- python == 3.12
- torch == 2.6.0+cu124
- torcheval == 0.0.7
- transformers == 4.57.1
- seaborn == 0.13.2
- numpy == 2.3.4
- gensim == 4.4.0
- matplotlib == 3.10.7
- pandas == 2.3.3
- scikit-learn == 1.7.2
- cuda == 12.4
- Clone the github repository.
- In the command line, setup a python virtual environment.
- Install the packages mentioned above.
- Edit the config files of both the models depending on the system.
- To run original HAN
5.1 Type the command "python original_han_dataset.py" to load the datset.
5.2 Type the command "python train_original_han.py" to train and test the model. - To run the updated HAN
6.1 Type the command "python dataset_finbert.py" to load the datset.
6.2 Type the command "python train.py" to train and test the model.