An adaptive feature selection schema using improved technical indicators for predicting stock price movements

Document Outline

• An adaptive feature selection schema using improved technical indicators for predicting stock price movements
  • 1 Introduction
  • 2 Related work
  • 3 Data description and preprocessing
  • 4 Methodology
    • 4.1 Wavelet transform (WT)
    • 4.2 Random forest
    • 4.3 Feature importance
  • 5 Adaptive feature selection method
  • 6 Experiment and analysis
    • 6.1 Model performance
    • 6.2 Experimental result of denoising
    • 6.3 Experimental result of forecast target
    • 6.4 Experimental result of feature selection
  • 7 Conclusion
  • Declaration of Competing Interest
  • Acknowledgement
  • References