LSTM for financial data2019 Community Moderator ElectionTime series forecasting with RNN(stateful LSTM) produces constant valuesStateful LSTM for time-series prediciton - should each input sequence be shifted by 1 time step or by `sequenceLength` time stepsWhen to use Stateful LSTM?Input for LSTM for financial time series directional predictionHow to use LSTMs for predicting the value for a specific hour within a day, given past daily data?Multivariate, multistep forecasting with LSTMLSTM future steps prediction with shifted y_train relatively to X_trainStructure the dataset for financial machine learningLSTM Multi-state forecastTrain LSTM model with multiple time series
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LSTM for financial data
2019 Community Moderator ElectionTime series forecasting with RNN(stateful LSTM) produces constant valuesStateful LSTM for time-series prediciton - should each input sequence be shifted by 1 time step or by `sequenceLength` time stepsWhen to use Stateful LSTM?Input for LSTM for financial time series directional predictionHow to use LSTMs for predicting the value for a specific hour within a day, given past daily data?Multivariate, multistep forecasting with LSTMLSTM future steps prediction with shifted y_train relatively to X_trainStructure the dataset for financial machine learningLSTM Multi-state forecastTrain LSTM model with multiple time series
$begingroup$
I'm using LSTM to predict financial data. As input data I use log returns and I want to predict the next day market movement. Do I need to retrain the ANN every day in order to keep time consistency or I can simply train ANN once for example with the data from 2010 to 2018 and predict market movement in 2019?
I'm using daily data
lstm finance
asked Mar 26 at 10:49
AndrewAndrew
254
$endgroup$
add a comment |
$begingroup$
I'm using LSTM to predict financial data. As input data I use log returns and I want to predict the next day market movement. Do I need to retrain the ANN every day in order to keep time consistency or I can simply train ANN once for example with the data from 2010 to 2018 and predict market movement in 2019?
I'm using daily data
lstm finance
asked Mar 26 at 10:49
AndrewAndrew
254
$endgroup$
$begingroup$
Depends on your data. Are you using daily, monthly or yearly data? + your question need more details.
$endgroup$
– Dawny33♦
Mar 26 at 10:54
$begingroup$
I'm using daily data
$endgroup$
– Andrew
Mar 26 at 11:05
add a comment |
$begingroup$
I'm using LSTM to predict financial data. As input data I use log returns and I want to predict the next day market movement. Do I need to retrain the ANN every day in order to keep time consistency or I can simply train ANN once for example with the data from 2010 to 2018 and predict market movement in 2019?
I'm using daily data
lstm finance
asked Mar 26 at 10:49
AndrewAndrew
254
$endgroup$
I'm using LSTM to predict financial data. As input data I use log returns and I want to predict the next day market movement. Do I need to retrain the ANN every day in order to keep time consistency or I can simply train ANN once for example with the data from 2010 to 2018 and predict market movement in 2019?
I'm using daily data
lstm finance
lstm finance
asked Mar 26 at 10:49
AndrewAndrew
254
asked Mar 26 at 10:49
AndrewAndrew
254
edited Mar 26 at 11:02
Andrew
asked Mar 26 at 10:49
AndrewAndrew
254
asked Mar 26 at 10:49
AndrewAndrew
254
asked Mar 26 at 10:49
AndrewAndrew
254
254
$begingroup$
Depends on your data. Are you using daily, monthly or yearly data? + your question need more details.
$endgroup$
– Dawny33♦
Mar 26 at 10:54
$begingroup$
I'm using daily data
$endgroup$
– Andrew
Mar 26 at 11:05
add a comment |
$begingroup$
Depends on your data. Are you using daily, monthly or yearly data? + your question need more details.
$endgroup$
– Dawny33♦
Mar 26 at 10:54
$begingroup$
I'm using daily data
$endgroup$
– Andrew
Mar 26 at 11:05
$begingroup$
Depends on your data. Are you using daily, monthly or yearly data? + your question need more details.
$endgroup$
– Dawny33♦
Mar 26 at 10:54
$begingroup$
Depends on your data. Are you using daily, monthly or yearly data? + your question need more details.
$endgroup$
– Dawny33♦
Mar 26 at 10:54
$begingroup$
I'm using daily data
$endgroup$
– Andrew
Mar 26 at 11:05
$begingroup$
I'm using daily data
$endgroup$
– Andrew
Mar 26 at 11:05
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
An interesting idea would be to train the model with data between 2010 and 2018 and then keep training it every day to keep it updated.
Interesting related works can be found here and here.
Anyway, you need to decide what you want to predict it: do you want a daily output, monthly or yearly?
answered Mar 26 at 11:08
Francesco PegoraroFrancesco Pegoraro
60918
$endgroup$
$begingroup$
thx, I need daily output
$endgroup$
– Andrew
Mar 26 at 11:25
add a comment |
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1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
An interesting idea would be to train the model with data between 2010 and 2018 and then keep training it every day to keep it updated.
Interesting related works can be found here and here.
Anyway, you need to decide what you want to predict it: do you want a daily output, monthly or yearly?
answered Mar 26 at 11:08
Francesco PegoraroFrancesco Pegoraro
60918
$endgroup$
$begingroup$
thx, I need daily output
$endgroup$
– Andrew
Mar 26 at 11:25
add a comment |
$begingroup$
An interesting idea would be to train the model with data between 2010 and 2018 and then keep training it every day to keep it updated.
Interesting related works can be found here and here.
Anyway, you need to decide what you want to predict it: do you want a daily output, monthly or yearly?
answered Mar 26 at 11:08
Francesco PegoraroFrancesco Pegoraro
60918
$endgroup$
$begingroup$
thx, I need daily output
$endgroup$
– Andrew
Mar 26 at 11:25
add a comment |
$begingroup$
An interesting idea would be to train the model with data between 2010 and 2018 and then keep training it every day to keep it updated.
Interesting related works can be found here and here.
Anyway, you need to decide what you want to predict it: do you want a daily output, monthly or yearly?
answered Mar 26 at 11:08
Francesco PegoraroFrancesco Pegoraro
60918
$endgroup$
An interesting idea would be to train the model with data between 2010 and 2018 and then keep training it every day to keep it updated.
Interesting related works can be found here and here.
Anyway, you need to decide what you want to predict it: do you want a daily output, monthly or yearly?
answered Mar 26 at 11:08
Francesco PegoraroFrancesco Pegoraro
60918
answered Mar 26 at 11:08
Francesco PegoraroFrancesco Pegoraro
60918
answered Mar 26 at 11:08
Francesco PegoraroFrancesco Pegoraro
60918
answered Mar 26 at 11:08
Francesco PegoraroFrancesco Pegoraro
60918
60918
$begingroup$
thx, I need daily output
$endgroup$
– Andrew
Mar 26 at 11:25
add a comment |
$begingroup$
thx, I need daily output
$endgroup$
– Andrew
Mar 26 at 11:25
$begingroup$
thx, I need daily output
$endgroup$
– Andrew
Mar 26 at 11:25
$begingroup$
thx, I need daily output
$endgroup$
– Andrew
Mar 26 at 11:25
add a comment |
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$begingroup$
Depends on your data. Are you using daily, monthly or yearly data? + your question need more details.
$endgroup$
– Dawny33♦
Mar 26 at 10:54
$begingroup$
I'm using daily data
$endgroup$
– Andrew
Mar 26 at 11:05