Why your neural network fails to predict a market price.
In this video, we look at some examples of how neural networks fails in a simple extrapolation tasks and can't predict a simple sine function.
This is quite important information that, I think, should not be forgotten, especially when using networks to predict prices in the stock market.
00:00 Intro
00:32 Interpolation and Extrapolation definition
01:05 Linear function (y=x) prediction
01:46 Sine function (y=sine(x)) prediction
02:12 Sine function (y=sine(x)) prediction. Sequence input.
If you want to support this channel:
https://commerce.coinbase.com/checkou...
Code from this video:
https://github.com/CloseToAlgoTrading...