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huseinzol05 / Stock-Prediction-Models

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
Apache License 2.0
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Predict next day closing price (stack-encoder-ensemble-xgb.ipynb) #39

Closed andrei297 closed 5 years ago

andrei297 commented 5 years ago

Maybe it's a newbie question but how do I predict the next day closing price and print the output? By "predict the next day closing price" I mean the closing price in the future, outside the training data, say I have the trading data with the last date 10 July 2019, how do I get the predicted closing price for 11 July 2019?

Any help is greatly appreciated! Thanks

PS: Amazing work!

huseinzol05 commented 5 years ago

stack-encoder-ensemble-xgb.ipynb is not a good model, you might want to use deep learning models. In deep learning examples, I already show how to predict 3 months ahead, you can run t + N ahead in your local.

andrei297 commented 5 years ago

Thanks huseinzol05, I appreciate it. Any particular models under deep learning examples that you consider to be better than the rest? I'll test a few tomorrow but just by looking at the notebooks some seem to perform better. Also have you considered instead of predicting the exact prices to predict a binary output (1, 0) , 1=price is up 0=price down, and calculate the accuracy for a particular model?

Anyway thanks again!

huseinzol05 commented 5 years ago

You can try, or also can calculate percentage mean error.