Evaluation of feature selection performance for identification of best effective technical indicators on stock market price prediction.
Fatemeh MoodiAmir Jahangard RafsanjaniPublished in: CoRR (2023)
Keyphrases
- stock market
- technical indicators
- financial time series
- stock price
- feature selection
- stock market data
- stock exchange
- short term
- financial markets
- financial data
- trading systems
- non stationary
- trading rules
- stock trading
- exchange rate
- stock returns
- stock data
- foreign exchange
- evaluation method
- listed companies
- financial news
- garch model
- investment strategies
- feature extraction
- stock index futures
- decision making