Stock Correlation Versus LSTM Prediction Error

When trying to look at examples of LSTMs in Keras, I’ve found a lot that focus on using them to predict stock prices in the future. Most are pretty bare-bones though, consisting of little more than a basic LSTM network and a quick plot of the prediction. Though I think the utility of these models is a little questionable, it brought a question into my head: how accurate are the predictions made by a model trained on one stock if it’s predicting on another stock?

The full code can be found here.

Market Prediction with ETFs & Convolutional Networks

Convolutional networks are most prominently used for image analysis or on data with multiple spatial dimensions. Of course, since the inputs to the CNNs are all just numbers, you can feed in other data that has some a relationship encoded into the dimensions of the array. This post involves feeding data for historical returns from exchange traded funds (ETFs) into a CNN, and using it to try to predict the direction of the Dow Jones Industrial Average (DJIA) some time in the future. I’ll be using Keras to code the neural network. The Jupyter notebook used to develop this code is here.

As with all posts of this nature, this shouldn’t be taken as advice on what to do with your money.