Predicting Stock Volume with LSTM

Much of the hype surrounding neural networks is about image-based applications. However, Recurrent Neural Networks (RNNs) have been successfully used in recent years to predict future events in time series as well. RNNs have contributed to breakthroughs in a wide variety of fields centered around predicting sequences of events. In this piece, however, we'll demonstrate how one type of RNN, the Long Short-Term Memory (LSTM) network, can be used to predict even financial time series data—perhaps the most chaotic and difficult of all time series.