Hi Christos. Glad to hear it's working. As for using other financial data: without further details I can only recommend that you first try to mold your data into a matrix with the same shape as trainingData in my example. That is: a matrix with the time-axis (regularly sampled) as the first dimension and the different indices (or whatever you're trying to predict) in the 2nd dimension. After that, you should be able to generate inputs for the network with the line
trainingExamples = genFun[trainingData, {10, 6, 1}][<|"BatchSize" -> 3|>]
Next, verify that the loss network (i.e., the one that goes into NetTrain) initializes correctly with NetInitialize and returns real-valued losses when you apply it to the trainingExamples you just generated.
