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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