📈 Asset Price Prediction Using LSTM

A Deep Learning System for Multi-Interval Financial Market Forecasting

This project is a full-stack machine learning application that predicts future prices of financial assets such as stocks, cryptocurrencies, forex pairs, and commodities using LSTM (Long Short-Term Memory) neural networks. The system integrates real-time data ingestion, technical analysis, risk analytics, and interactive visualization into a unified Streamlit dashboard.

🎯 Project Objectives

• ✔ Develop a robust LSTM model for multi-step financial time-series forecasting
• ✔ Support multiple assets and intervals (1h, 4h, 1d)
• ✔ Incorporate technical indicators for more stable predictions
• ✔ Provide real-time market risk analysis (Volatility, VaR, Sharpe Ratio, Drawdown)
• ✔ Build a user-friendly dashboard for traders, analysts, and researchers
• ✔ Maintain a modular, scalable codebase suitable for deployment and extension
• ✔ Cache data efficiently using SQLite to avoid redundant API calls
• ✔ Enable live visualization of past data, predictions, and confidence intervals

📌 Key Features

🔄 Dynamic Data Fetching

• Pulls the latest historical OHLCV data using yfinance

• Automatically updates based on the chosen asset and interval

• Uses SQLite caching to reduce network calls

🧠 LSTM-Based Price Prediction

• Trains a dedicated LSTM model per asset + time interval

• Predicts the next price and provides confidence bounds

• Computes evaluation metrics:

1. R² Score

2. MAE

3. RMSE

📦 Packages Used

- Pandas, Numpy - Matplotlib, Seaborn, Plotly - Scikit-Learn, StatsModel - Tensorflow - sqlalchemy, os - Streamlit

📊 Technical Indicators (ta / TA-Lib)

• Integrated indicators include:

• SMA / EMA (Simple/ Exponential Moving Average)

• RSI (Relative Strength Index)

• MACD ((Moving Average Convergence Divergence)

• Bollinger Bands

• Volatility

• Daily Returns

These features improve the model’s predictive capability beyond raw prices.

📉 Risk Metrics Dashboard

Real-time risk evaluation: Volatility (%), Sharpe Ratio, Maximum Drawdown, Value at Risk (VaR 95%)

📈 Interactive Visualization

• Built using Plotly + Streamlit, including:

• Historical price chart

• Future price predictions

• Confidence bands

• Indicator overlays

• Real-time metric cards