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

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Gang Ji, Jingmin Yu, Kai Hu, Jie Xie, Xunsheng Ji

Published: 01 Jan 2022, Last Modified: 09 Nov 2024Expert Syst. Appl. 2022EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: Highlights•A wavelet denoising method is used to generate the improved technical indicators.•A two-stage adaptive feature selection schema selects the optimal feature set.•Multiple data sets are built based on 4 different stock markets.•Improved technical feature selection improves predictive model performance.