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NourozR / Stock-Price-Prediction-LSTM

OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network
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Measuring error #4

Closed fedecaccia closed 6 years ago

fedecaccia commented 6 years ago

Nice work! I have a suggest: You are testing the model with RMSE this way:

testScore = math.sqrt(mean_squared_error(testY[0], testPredict[:,0]))

which is not a good metric to quantify the accuracy neither the performance of the model. Much more important that RMSE is the ability of the model to predict stock movements. So I would like to see some metrics taking into account how much ups and downs are efficiently predicted. I suggest to implement recall and prediction measurements.

NourozR commented 6 years ago

You need to check the basic kinds of stuff once again bro. It's a regression work, FYI.