Return to Price of future values

1 visualizzazione (ultimi 30 giorni)
David Franco
David Franco il 8 Ago 2017
Modificato: David Franco il 8 Ago 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?

Accedi per rispondere a questa domanda.

Risposte (0)

Categorie

Scopri di più su Sequence and Numeric Feature Data Workflows in Help Center e File Exchange

Tag

Community Treasure Hunt

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

Start Hunting!

Translated by