bist-dp-lstm-trading-model

BIST DP-LSTM Trading Model

Differentially Private LSTM ensemble for Turkish stock market (BIST) price prediction with sentiment analysis integration.

Model Details

• Developed by: rsmctn
• Model type: PyTorch Differential Privacy LSTM Ensemble
• Language: Turkish, English
• License: MIT
• Repository: BIST_AI001

Model Architecture

This model combines multiple approaches:

1. DP-LSTM Core: Multi-task LSTM with differential privacy (Opacus)
2. Temporal Fusion Transformer: Advanced attention mechanisms for financial sequences
3. Simple Financial Transformer: Lightweight transformer for rapid inference
4. Ensemble Weighting: Dynamic model combination with confidence estimation

Training Data

• BIST Historical Data: 2019-2024 (BIST 30 stocks)
• Technical Indicators: 131+ features across multiple timeframes (1m, 5m, 15m, 60m, 1d)
• News Sentiment: Turkish financial news corpus with VADER + FinBERT
• Privacy Protection: ε=1.0 differential privacy with adaptive noise calibration

Performance Metrics

• Direction Accuracy (MVP): ≥68%
• Direction Accuracy (Production): ≥75%
• Sharpe Ratio: >2.0
• Max Drawdown: <15%
• Signal Confidence: 65-95% range

Usage

# This is a demo model - full implementation in production system
import torch
from transformers import AutoModel

# Load model (demo)
model = AutoModel.from_pretrained("rsmctn/bist-dp-lstm-trading-model")

# Production usage requires full system:
# https://github.com/RSMCTN/BIST_AI001

Intended Use

Primary Use Cases:

• Turkish stock market research
• Algorithmic trading signal generation
• Financial sentiment analysis
• Academic research in privacy-preserving ML

Limitations:

• Demo version for research purposes
• Requires full system for production use
• Not financial advice

Ethical Considerations

• Privacy: Differential privacy protects individual trader data
• Bias Mitigation: Diverse training across market conditions
• Transparency: Open-source implementation
• Responsible AI: Clear disclaimers about financial risks

Citation

@misc{bist_dp_lstm_2024,
  title={Differential Privacy LSTM for Turkish Stock Market Prediction},
  author={rsmctn},
  year={2024},
  url={https://github.com/RSMCTN/BIST_AI001}
}

Contact

• GitHub: rsmctn
• Repository: BIST_AI001
• HF Spaces Demo: Trading Dashboard

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⚠️ Disclaimer: This model is for research and educational purposes only. Past performance does not guarantee future results. Always consult financial advisors before making investment decisions.