Enhancing stock market trend reversal prediction using feature-enriched neural networks.
Heliyon
; 10(2): e24136, 2024 Jan 30.
Article
en En
| MEDLINE
| ID: mdl-38298651
ABSTRACT
According to several previous studies, neural network-based stock price predictors perform better for plunging patterns of stock prices than normal stock price patterns. Focusing on this issue, this study proposes a novel method that uses a neural network-based stock price predictor to predict the upward trend-reversal of the plunging market itself. To achieve more consistent prediction results for plunging patterns, newly designed input features are added to improve the performance of traditionally used neural network-based predictors. The statistics of the prediction scores for past plunging markets and analyzed, and the results are used to predict the upward trend-reversal in the plunging market that occurred during the test period. We demonstrate the superiority of the proposed method through the simulation results of 3-year trading on KOSDAQ, a representative stock market in South Korea.
Texto completo:
1
Colección:
01-internacional
Base de datos:
MEDLINE
Tipo de estudio:
Prognostic_studies
/
Risk_factors_studies
Idioma:
En
Revista:
Heliyon
Año:
2024
Tipo del documento:
Article
Pais de publicación:
Reino Unido