Consider the following problem: making a prediction for 1 month based on 5 years of stock close prices.

What would be the best choices in terms of model structure for this problem? I have considered CNN-LSTM, for instance. Are there any alternatives? Why are they suitable?

  • $\begingroup$ It seems like your tags provide a useful place to start: lstm with or without the CNN component, or time-series analysis more generally. Stock price prediction is a problem that's been approached in many different ways using many different tools. A great place to start is with a lit review and trip to a university library. Failing that, online book retailers sell texts about time series analysis generally and financial time series in particular. $\endgroup$ – Sycorax Oct 16 at 16:43

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