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5

You can try using different approaches. Starting from something not that "heavy" like the NN. 0) Pre study - you need to prepare your data (how you will treat a negative spread (i.e. ASK - BID <0), what will you do if you will have 0 spread and then you will divide some value by it?), - plan your research ahead - how will you divide your limited data ...


3

Lets assume I made two models for predicting future price of stocks, one trained in RNN and other in MLP (Multi Layer Perceptron) using 10 years (OHLC) of data from SPY with good accuracy. Which algorithm has more chances to give an accurate prediction? The choice of which model to use for training matters far, far less than the specific parameters ...


1

Whenever you are looking to estimate total return, you would use adjusted closing prices. If you are strictly looking for the future stock price, you would use unadjusted closing price. I assume, though, that you are looking to predict the value of holding a stock during a given period, so you would want to use adjusted prices. The only time I've used actual ...


1

I agree with all Robert says above, but if you already have the data, and you want to quickly create a neural network model and run the analysis, I would suggest the following: The Heaton Site has a Wiki, links to papers, links to books, a forum, etc. that will help you get started, but you might try the PluralSight course Introduction to Machine Learning ...



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