Using Stock Data for Classification Problem: Action

Photo by M. B. M. on Unsplash

This blog will demonstrate a simple way to frame financial stock data into a sequence classification problem. The business case is to, given historical stock data, create a model that will predict whether a trade(action) will be ‘Positive’ or ‘Negative.’

I can turn the business case into an ML problem by slicing the historical data points into sequences of input days and…