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jinglescode / time-series-forecasting-pytorch

Acquiring data from Alpha Vantage and predicting stock prices with PyTorch's LSTM
https://www.alphavantage.co/academy/#lstm-for-finance
Apache License 2.0
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question about normalization #12

Open ShaharSarShalom opened 2 years ago

ShaharSarShalom commented 2 years ago

hey

How would you adopt the z normalization for multiple stocks ?

Do you think it would be more suitable to adopt the normlization for 20+1 values before and after entering to the NN,

or would you consider to z normalize the each stocks price seperatly

regards

S