Stock market prediction using artificial neural networks with optimal feature transformation

@article{Kim2004StockMP,
  title={Stock market prediction using artificial neural networks with optimal feature transformation},
  author={Kyoung-jae Kim and Won Boo Lee},
  journal={Neural Computing & Applications},
  year={2004},
  volume={13},
  pages={255-260}
}
This paper compares a feature transformation method using a genetic algorithm (GA) with two conventional methods for artificial neural networks (ANNs). In this study, the GA is incorporated to improve the learning and generalizability of ANNs for stock market prediction. Daily predictions are conducted and prediction accuracy is measured. In this study, three feature transformation methods for ANNs are compared. Comparison of the results achieved by a feature transformation method using the GA… CONTINUE READING
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