© Michael Paluszek and Stephanie Thomas 2020Michael Paluszek and Stephanie ThomasPractical MATLAB Deep Learninghttps://doi.org/10.1007/978-1-4842-5124-9_10
10. Stock Prediction
Michael Paluszek1 and Stephanie Thomas1
Plainsboro, NJ, USA
The goal of a stock prediction algorithm is to recommend a portfolio of stocks that will maximize an investor’s return. The investor has a finite amount of money and wants to create a portfolio to maximize her or his return on investment. The neural network in this chapter will predict the behavior of a stock given its history. This could then be used to select a portfolio of stocks with some idea of the future performance. The stock market model is based on Geometric Brownian Motion. Given that ...