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modern-fortran / neural-fortran

A parallel framework for deep learning
MIT License
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more stock examples #8

Closed andrewczgithub closed 4 years ago

andrewczgithub commented 5 years ago

Hi @milancurcic !

Really liking the style of the book. I was wondering if you are going to include more examples with stock data. Maybe a neural network forecast and backtest?

Many thanks, Best, Andrew

milancurcic commented 5 years ago

Hi Andrew,

I'm happy that you're enjoying the book.

It's a good idea for a stock price prediction example and the toy dataset from https://github.com/modern-fortran/stock-prices would be small and easy enough to include, even as a regression test. From the top of my head, I am not quite sure what kind of network structure would be appropriate for this problem and would need some research.

Do you have any ideas or links to existing tutorials that address these kinds of problems (time series prediction)?