forex-forecasting

A repo to forecast forex currency rates, with the use of Azure Databricks and the AutoML capabilities from Azure Machine Learning.

Pending Build

• Automation of the .netrc file
• Inclusion of additional services: Key Vault, ADF, Power BI.

Notes

• Setup with python=3.7
• Requires a sub.env file in the root, with a following line of code: SUB_ID=<subscription_id>.

Documentation

• For AutoML, Databricks https://docs.microsoft.com/en-us/azure/machine-learning/how-to-configure-databricks-automl-environment
• Paper on forecasting forex http://cs229.stanford.edu/proj2018/report/76.pdf
• How to configure databricks for automl https://docs.microsoft.com/en-us/azure/machine-learning/how-to-configure-databricks-automl-environment
• Classification with AutoML in Databricks https://github.com/Azure/azureml-examples/blob/main/python-sdk/tutorials/automl-with-databricks/automl-databricks-local-01.ipynb