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Return to Price of future values

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David Franco
David Franco am 8 Aug. 2017
Bearbeitet: David Franco am 8 Aug. 2017
Before training my Neural Network I converted prices to returns (for stationarity). After training and forecasting N days ahead I want to covert returns to prices, but I don't have the first predicted price value.
How can I convert predicted returns to prices if I don't have the first real predicted price?

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