An Empirical Study on Importance of Modeling Parameters and Trading Volume-Based Features in Daily Stock Trading Using Neural Networks

An Empirical Study on Importance of Modeling Parameters and Trading Volume-Based Features in Daily Stock Trading Using Neural Networks

There have been many machine learning-based studies to forecast stock price trends. These studies attempted to extract input features mostly from the price information with little focus on the trading volume information. In addition, modeling parameters to specify a learning problem have not been in...

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Bibliographic Details
Main Authors: Thuy-An Dinh, Yung-Keun Kwon
Format: Article
Language:English
Published: MDPI AG 2018-08-01
Series:Informatics
Subjects:
daily stock prediction
multilayer perceptrons
support vector machines
trading volume
model parameters
Online Access:http://www.mdpi.com/2227-9709/5/3/36

Internet

http://www.mdpi.com/2227-9709/5/3/36

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