Stock price predictions of keras multilayer LSTM model converge to a constant value
I've made a multilayer LSTM model that uses regression to predict next frame's values of the data. The model finishes after 20 epochs. I then get some predictions and compare them to my ground truth values. As you can see them in the picture above, predictions converge to a constant value. I don't know why this happens. Here is my model so far: from keras.models import Sequential from keras.layers.core import Dense, Activation, Dropout from keras.layers import LSTM, BatchNormalization from tensorflow.python.keras.initializers import RandomUniform init = RandomUniform(minval=-0.05, maxval= 0.05