As a fun project, I tried to predict the stock market and implemented a small library todo so. Basically, I want to use a sliding window of historic prices of several companies or funds and predict the price of a single company. In the end, I achieve decent results in a 10 day window and predicting 5 days into the future. However, my error is still several euros large :)
More information can be found at: http://daniel-at-world.blogspot.com/2018/07/financial-machine-learning-experiement.html