Feature selection and deep neural networks for stock price direction forecasting using technical analysis indicators
نویسندگان
چکیده
منابع مشابه
Artificial Neural Networks for Forecasting Stock Price ]
Statistical arbitrage strategies have always been popular since the advent of algorithmic trading. In particular, Exchange traded fund (E.T.F.) arbitrage has attracted much attention. Trading houses have tried to replicate ETF arbitrage to other stocks. Thus, the objective is to be able to develop a long term pricing relationship between stocks and profit from their divergence from this relatio...
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ژورنال
عنوان ژورنال: Machine Learning with Applications
سال: 2021
ISSN: 2666-8270
DOI: 10.1016/j.mlwa.2021.100060