In this section, we will learn how to use TensorFlow as a deep learning framework in building a price prediction model. Five years of pricing data, from 2013 to 2017, will be used for training our deep learning model. We will attempt to predict the prices of Apple (AAPL) in the following year of 2018.
A deep learning price prediction model with TensorFlow
Feature engineering our model
The daily adjusted closing prices of our data make up the target variables. The independent variables defining the features of our model are made up of these technical indicators:
- Relative strength index (RSI)
- Williams %R (WR)
- Awesome oscillator (AO)
- Volume-weighted average price (VWAP)
- Average daily trading volume (ADTV)
- 5-day moving average...
