Research Pdf 52355 | Pubsub10294 702a Mcginnity

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forecasting price movements using technical indicators investigating the impact of varying input window length 1 1 2 1 3 4 yauheniya shynkevich t m mcginnity sonya coleman ammar belatreche yuhua ...

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...Forecasting price movements using technical indicators investigating the impact of varying input window length yauheniya shynkevich t m mcginnity sonya coleman ammar belatreche yuhua li intelligent systems research centre ulster university derry uk school science and technology nottingham trent department computer information sciences faculty engineering environment northumbria newcastle upon tyne computing salford manchester abstract creation a predictive system that correctly forecasts future changes stock is crucial for investment management algorithmic trading use analysis financial has been successfully employed by many researchers time frame parameter required to be set when calculating this study explores how performance depends on combination forecast horizon an variable horizons are used as features machine learning algorithms directions dataset consists ten years daily series fifty stocks highest prediction observed approximately equal novel pattern studied multiple metrics a...

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Posted on: 20 Aug 2022 | 4 years ago
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