The common approach is to train your network on the data you have, and then use the last data item as the goal.

In your example, you would train your network on the days for 2010203, 2010204, 2010205, and then test it (for example) against 2010206.

Soon after, you will encounter the miracle of Overfitting your model to your training data.

Also, you will find that if (say) neural networks were good at predicting "the market", everybody would already be using them.

In reply to Re^5: AI Neural Networks based Prediciton by Corion
in thread AI Neural Networks based Prediciton by kulls

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