Return to Price of future values
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David Franco on 8 Aug 2017
Edited: David Franco on 8 Aug 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?
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