Utilizing historical data from the Quandl API, this experiment investigates use of Convolutional Neural Networks (CNNs) in stock price prediction. The information for Microsoft Corporation (MSFT) spans dates January 1, 2013, and May 18, 2018. high, low, open, close prices are scaled, input sequences length 6 created order to capture temporal dependencies. Dense layers, 1D convolutional max pool...