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Java Deep Learning Projects by Md. Rezaul Karim

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Developing a stock price predictive model

As stated earlier, the stock market price has severe volatility and historical perspective, which make it suited for time analysis. This also challenges those classical algorithms, since long-term dependencies cannot be availed using those algorithms.

As outlined in following diagram, first we collect historical financial data. The data is then converted into a time series after the necessary preprocessing and feature engineering. The resultant time series data is then fed into the LSTM to carry out the training. The following diagram illustrates this:

High-level data pipeline of the prototype used ...

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