- Replace the LSTM with an RNN, and then with a GRU. Who's the best performer?
- Instead of predicting the closing price, try predicting also the high/low the day after. To do so, you can use the same features while training the model (or you can just use the closing price as input).
- Optimize the model for other stocks: is it better to have a generic model working for all the stocks or one specific for each stock?
- Tune the retraining. In the example, we predicted a full year with the model. Can you notice any improvement if you train the model once a month/week/day?
- If you have some financial experience, try building a simple trading simulator and feed it with the predictions. Starting the simulation with $100, will you gain or lose money after a year?
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