Feature selection and deep neural networks for stock price direction forecasting using technical analysis indicators
This paper analyzes the factor zoo, which has theoretical and empirical implications for finance, from a machine learning perspective. More specifically, we discuss feature selection in the context of deep neural network models to predict the stock price direction. We investigated a set of 124 techn...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2021-09-01
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| Series: | Machine Learning with Applications |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S266682702100030X |