Predict Stock Market
Using Sequence model

Intro

Schematically, a RNN layer uses a for loop to iterate over the timesteps of a sequence, while maintaining an internal state that encodes information about the timesteps it has seen so far.

Here is a simple example of a Sequential model that processes sequences of float data, embeds each float data into a (60,1)-dimensional vector, then processes the sequence of vectors using LSTM/GRU layers.

Input

Results

RMSE = 87.77460158447597