Hello!
Notebook: 02_stacked_lstm_with_feature_embeddings.ipynb
In this notebook, we insert three inputs (tickers, returns, and months). Can I insert other inputs, for example, technical information generated from TALIB? Is there a risk of overfitting?
returns = Input(shape=(window_size, n_features),
name='Returns')
tickers = Input(shape=(1,),
name='Tickers')
months = Input(shape=(12,),
name='Months')
Other question: in this piece of code, we train and test with the same data frame that we predict after. Can we have a problem with overfitting?
training = rnn.fit(X_train,
y_train,
epochs=50,
batch_size=32,
validation_data=(X_test, y_test),
callbacks=[early_stopping, checkpointer],
verbose=1)
Thanks.