Hi Nischal,

As you mentioned Stock prices are random walk.

Random walks are unpredictable and cannot be reasonably predicted.

For random walk prediction, we can use observations at the previous and the next time step. The next time step is a function of the prior time step.

Google Stock prices prediction is used just as an example to explain Multivariate Time Series

Hope that helps

Loves learning, sharing, and discovering myself. Passionate about Machine Learning and Deep Learning

Loves learning, sharing, and discovering myself. Passionate about Machine Learning and Deep Learning