3 ms·
Pretty underwhelming. From the very limited experiment demonstrated, the LSTM seems to be playing catch up rather than actually predicting trends.
by levesque 8y ago
Pretty underwhelming. From the very limited experiment demonstrated, the LSTM seems to be playing catch up rather than actually predicting trends.
- epanchin 8y agoYou say that because the prediction line lags the price line? That’s not playing catch up, if the prediction was made at time 0.
- seandougall 8y agoIt doesn't specifically say as far as I can see, but I'm highly doubtful that the prediction was made at time 0 (i.e. with no seed data). That would literally be a lucky guess.
- minimaxir 8y agoI noticed this as well. Many data science thought pieces don't quantify the results, and it's suspicious that they're not included in detail (typically, the R^2 of a simple stock market prediction model is super low, making it impractical putting actual money on the line as it's barely better than guessing randomly: https://twitter.com/minimaxir/status/1021885939361042432 https://twitter.com/minimaxir/status/1021885939361042432 )
- jefftk 8y ago> barely better than guessing randomly In the stock market something that is consistently better than guessing randomly is very valuable! You don't need much of an edge to make a lot of money. (I'm very skeptical about approaches like the OP though)