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26hzhang / StockPrediction

Plain Stock Close-Price Prediction via Graves LSTM RNNs
MIT License
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Price of the next day #2

Open dabster2000 opened 6 years ago

dabster2000 commented 6 years ago

I've tried to use you program and everything is working out fine - nice job!

I have one question.

It seems that the program only calculates the stock price of those stocks whose actual stock price is given and not the next day stock price? It shows "actual" and "predicted", but next day stock price should only contain "predicted".

Or am I doing something wrong?

leodennis commented 6 years ago

Hi,

you are right! He is predicting some days ahead but only one day ahead at a time. He is not taking the prediction as input for your next prediciton, but he is taking the actual value.

This results in a lag of the actual signal, all your network has to do is produce a similar value to the last input of the price.

If you would take your prediction as the input for the next prediction you would see that the results are quite bad…

I have seen a lot of LSTM price prediction examples but I jet have to see a correct one. But I don't think it is possible to predict the stock pruices accuratly!