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Markets stocks prediction using Kafka and online regression tools

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hrialan/m2ds-data-stream-project

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Data streams processing project

Real-time streaming application with Kafka

Authors : Cyril Nérin - Hugo Rialan - Alexandre Perbet


Project Description

The objective of the project is to predict markets stocks using online regression tools The stock exchange rates used are as follows : Google, Facebook, Amazon, Total, Gazprom, Alibaba, BNP Paribas, Ferrari

We first developed a batch regression solution. Then, we developed an online solution using river and Kafka.


Project Architecture

The project was carried out on Jupyter notebooks to improve the visibility of the results obtained.

3 notebooks are available :

  • The first one contains the data ingestion and an implementation of the ARIMA algorithm for the batch part.

  • The second one contains the online learning prediction algorithm implemented with River.

  • The third one allows to display and plot the obtained results.


Results


Requirements

It is assumed that Zookeeper is running default on localhost:2181 and Kafka on localhost:9092 before running the notebooks.