Table 3 Effective features corresponding to term lengths
From: Short-term stock market price trend prediction using a comprehensive deep learning system
Relevant ranking | Every other day | Weekly | Bi-weekly |
|---|---|---|---|
1st | Up_down | SLOWK_maxmin | MTM_10_plr |
2nd | Change | SLOWK | ROC_10_plr |
3rd | pct_chg | SLOWD_maxmin | WNR_9 |
4th | Low | RSI_5_maxmin | WNR_9_maxmin |
5th | RSI_5_flc | SLOWD | SLOWK |
6th | Open | RSI_5 | SLOWK_maxmin |
7th | Amount | SLOWK_flc | ROC_10 |
8th | Amount_maxmin | WNR_9_maxmin | SLOWD_flc |
9th | Vol | WNR_9 | WNR_9_flc |
10th | BIAS_20_maxmin | CCI_24 | RSI_5 |
11th | High | BIAS_20_maxmin | BIAS_20_maxmin |
12th | Vol_maxmin | BIAS_20 | RSI_5_maxmin |
13th | ROC_10 | ADOSC_maxmin | BIAS_20 |
14th | ADOSC_maxmin | ADOSC | SMA_10 |
15th | ADOSC | WNR_9_flc | SLOWD |
… | … | … | |
Number of Features Selected | 48 features selected | 8 features selected | 29 features selected |