Niaki, Seyed Taghi Akhavan; Hoseinzade, Saeid - In: Journal of industrial engineering international 9 (2013), pp. 1-9
The main objective of this research is to forecast the daily direction of Standard & Poor's 500 (S&P 500) index using an artificial neural network (ANN). In order to select the most influential features (factors) of the proposed ANN that affect the daily direction of S&P 500 (the response),...
