I would like to know whether it's wrong; when working with time series data; to use daily prices as features and the price after 3 days as target. Is this correct or should I use the next-day price as target and after training; predict 3 times; each time for one more day ahead(to get the price after 3 days) Will these 2 approaches give similar results?
I don't know whether there is any difference but I am also interested about how(if) the answer to the above question changes when using :
1) LSTM vs NN
2) Regression vs Classification(e.g. price will go up/down)