How to use volume as a feature in ML models for predicting stock prices?

External question — Personal Finance Stack Exchange Author: Serhii Kushchenko Original post: https://money.stackexchange.com/questions/120639 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. What is a good way to use trading volume as a feature in machine learning models for predicting stock prices? Z-score? Which period: day, week, month?