Esichaikul, Vatcharaporn; Srithongnopawong, Pongsak - In: International Journal of Electronic Finance 4 (2010) 1, pp. 84-98
Over the years, Artificial Neural Networks (ANNs) have become a popular and seemingly accurate model to forecast stock prices. This paper proposes data preprocessing using relative movement to improve performance of ANN-based stock forecasting. Both fundamental and technical indicators are...