I'm expecting to use stock prices from the pre-covid period up to now to build a model for stock price prediction. I doubt regarding the periods I should include for my training and test set. Do I need to consider the pre-covid period as my training set and the current covid period as my test set? or should I include the pre-covid period and a part of the current period for my training set and the rest of the current period as my test set?
Dima Bondarev thank you for your answer. my objective is to find the impact of covid- 19 on stock prices.
I think if you are splitting the data into training and test sets, you can use a simple time-based split. Set a cutoff date, such as January 1, 2020, and use data prior to that date for training, and data from the Covid period for testing. This way, you are using the pre-Covid period to train the model and testing its performance on the current Covid period, which provides a more realistic scenario.
Split the data by selecting a cut-off date that separates pre-Covid and current Covid periods. Use the pre-Covid data as the training set and the current Covid data as the test set.
Split the data by selecting a cut-off date that separates pre-Covid and current Covid periods. Use the pre-Covid data as the training set and the current Covid data as the test set.
To split your data into training and test sets for predicting stock prices using pre-COVID and current COVID periods, consider using a time-based approach. Allocate a portion of data from pre-COVID for training and the subsequent COVID period for testing, ensuring temporal continuity while evaluating predictive performance.
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