October 12, 2021
Ever come across a machine learning / data science blog demonstrating how to predict stock prices using an autoregressive model, with past stock prices as input?
It’s been awhile, but I am finally continuing this YouTube mini-series I started awhile back, which goes over common mistakes in popular blogs on predicting stock prices with machine learning. This is the 2nd installment.
It is about why you shouldn’t use prices as inputs.