Dividend Prediction with LSTM

Forecasting future dividends using a sequence model (LSTM) on historical market data. Built with a clean data pipeline, reliable modeling, and an interactive Tableau dashboard.

Role: Data Scientist Stack: Python, pandas, NumPy, TensorFlow/Keras Source: yfinance Task: Time-series regression

Data Pipeline

  • Fetched price/dividend data via yfinance and unified it to a consistent datetime index.
  • Handled missing values and ensured sorted, aligned series per ticker.
  • Prepared supervised sequences with a look-back window → next dividend format.
  • Split data by time (train, validation, test) to prevent leakage.

LSTM Model

  • Implemented an LSTM in Keras to predict future dividends.
  • Tuned hyperparameters with Adam optimizer and early stopping.
  • Evaluated predictions on held-out time segments with clear visualizations.

Deployment

The trained model was deployed for reuse within my data pipeline, enabling reproducible inference and integration into visualizations.

Tableau Dashboard

  • Interactive ticker selection to explore multiple ETFs/stocks.
  • KPIs: latest predicted dividend, year-over-year change, trailing 12-month totals.
  • Timeline view overlaying historical and LSTM-predicted dividends.
  • Dynamic filters and tooltips for exploring results.
  • Export option for downloading filtered datasets.