Return to Price of future values

1 vue (au cours des 30 derniers jours)
David Franco
David Franco le 8 Août 2017
Modifié(e) : David Franco le 8 Août 2017
Before training my Neural Network I converted prices to returns (for stationarity). After training and forecasting N days ahead I want to covert returns to prices, but I don't have the first predicted price value.
How can I convert predicted returns to prices if I don't have the first real predicted price?

Connectez-vous pour répondre à cette question.

Réponses (0)

Catégories

En savoir plus sur Sequence and Numeric Feature Data Workflows dans Help Center et File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by