I have stock price data(Open, high, low, close), I want to do prediction by combining two different models like CNN with others. Dataset will be same, what are the ways that I can use for combining models?
The mentioned of 'CNN' as a model in your question, meaning
the realms of computer based algorithmic trading.
To trade stock in that environment, one is advantage to use unlimited
financial models (popular & customised) at same time to maximise returns, as each model is used independently to trade.
Because this type of stock trading requires the use of real time data on the position of the listed stocks, there are well known established platforms where all major brokers meet up with traders by use of Application Programming Interface as may be offered as services by the preferred broker (APIs) eg. FXCM.com, OANDA.com etc.
Other popular data intensive stock trading platforms without the direct use of API are MetaTrader, Trading View, Bloomberg Terminal etc.