Let's say we would like to predict price of Microsoft Stock. We have historical data and interested in predicting price distribution for future time
t+1, like shown on the image.
We can use classical Neural Network approach to predict the price, but it would be a single number, not distribution.
Question - is there a way to make Neural Network to output the price distribution (CNN for sequences as a Neural Network)?
Question - as far as I know it's possible to do such thing with Markov Chain Monte Carlo. You run it a lots of times, collect the outputs, the predictions and then calculate the distribution. Could Monte Carlo approach be used with Neural Network, instead of Markov Chain (CNN for sequences as a Neural Network)?