Effectively training neural networks for stock index prediction: Predicting the S&P 500 index without using its index data.

We propose a novel method for training neural networks to predict the future prices of stock indexes. Unlike previous works, we do not use target stock index data for training neural networks for index prediction. Instead, we use only the data of individual companies to obtain sufficient amount of d...

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Bibliographic Details
Main Authors: Jinho Lee, Jaewoo Kang
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2020-01-01
Series:PLoS ONE
Online Access:https://doi.org/10.1371/journal.pone.0230635