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Time Series Prediction with RNN for IBOVESPA Forecasting

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@moreira-and moreira-and released this 09 Jul 17:26
· 40 commits to main since this release

This release marks the first stable version of the Time Series Forecasting Pipeline focused on predicting the closing prices of the IBOVESPA index, Brazil’s primary stock market benchmark.

It combines:

  • A modular machine learning architecture powered by TensorFlow, Keras, and scikit-learn.
  • Deep learning layers: Conv1D, LSTM, GRU, and Dense.
  • Experiment tracking and reproducibility with MLflow.
  • Configuration via .yaml files and seamless notebook integration.