Hi Tal,

Maybe I’m missing something here, but 1. I don’t think your first layer is a embedding layer but a dense layer. You are converting 4000 NUMBERS into 300 by multiplying by a matrix. Embedding layer is when you have categorical variables mapped to vectors, which doesn’t seem to be what’s happening. Unless you are using the name of the stock.

2. You mentioned that your output is 5 minute data, but your input is daily data. This is a bit confusing since the time intervals of the input and output have to be the same? If you are getting 5 minute stock data, where do you download them from (I haven’t been able to find anything of the sort).

Cheers