A New Approach to Neural Network Based Stock Trading Strategy
نویسندگان
چکیده
The paper presents an idea of using an MLP neural network for determining the optimal buy and sell time on a stock exchange. The inputs in the training set consist of past stock prices and a number of technical indicators. The buy and sell moments on the training data that will become the output to the neural network can be determined either automatically or manually by a user on past data. We discuss also the input space transformation and some improvements to the backpropagation algorithms.
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