Table 2 Feature extension method selection
From: Short-term stock market price trend prediction using a comprehensive deep learning system
Feature | Polarize | Max–min scale | Fluctuation percentage |
|---|---|---|---|
Price change | |||
Price change percentage | |||
Volume | √ | ||
Amount | √ | ||
SMA 10 | √ | √ | |
MACD | √ | ||
MACD SIGNAL | √ | ||
MACD HIST | √ | ||
CCI 24 | √ | ||
MTM 10 | √ | √ | |
ROC 10 | √ | √ | |
RSI 5 | √ | √ | |
WNR 9 | √ | √ | |
SLOWK | √ | √ | |
SLOWD | √ | √ | |
ADOSC | √ | √ | |
AR 26 | √ | ||
BR 26 | √ | ||
VR 26 | √ | √ | |
BIAS 20 | √ |