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Re:Using a Keras Long Short-Term Memory Model to Predict Sto... by citilife on Friday November 09, 2018 @11:29AM (#18415592)
The problem with these types of systems are it's difficult to do backtesting on a single continuous data stream... I write about that here:

https://blog.projectpiglet.com/2018/01/perils-of-backtesting...

I recommend doing something similar to the original post. Neural networks tend to produce valid looking output for a stock price easily, a random walk does too. You have to find correlations, causations, and then review the results carefully.

For reference, I wrote my own financial advisor (not directly utilizing deep learning, that functions relatively well):

http://projectpiglet.com/

It works relatively well when checking the "causality" which also has it's limits: https://blog.projectpiglet.com/2018/01/causality-in-cryptoma...

EDIT: Added some evidence:

* 2016 stocks: https://imgur.com/a/j8YWR

* Early 2018 crypto: https://blog.projectpiglet.com/2018/01/30-weekly-returns-usi...

* Early 2018 stocks: https://twitter.com/AustinGWalters/status/976347632439209985

* All 2018 on Robinhood only: https://imgur.com/a/2CxEFqI

* Also (I am lettergram on HN), created: https://hnprofile.com and https://redditprofile.com

Re:Using a Keras Long Short-Term Memory Model to Predict Sto... by kdma on Friday November 09, 2018 @11:38AM (#18415679)
Interesting but i am a non believer can you provide figures that show gains through years?
Re:Using a Keras Long Short-Term Memory Model to Predict Sto... by citilife on Friday November 09, 2018 @12:16PM (#18416009)
Added in an edit update - I have more, but just tossed some together for you from 2016 - 2018.
Re:Using a Keras Long Short-Term Memory Model to Predict Sto... by meesterdude on Friday November 09, 2018 @11:52AM (#18415810)
> I wrote my own financial advisor (not directly utilizing deep learning, that functions relatively well)

I do not see enough data to backup the claims of how well it works. And if you can't provide that - what good is it as a tool?

Re:Using a Keras Long Short-Term Memory Model to Predict Sto... by Scarbutt on Friday November 09, 2018 @11:40AM (#18415698)
This type of scam has been done many times for years...