Heikin-Ashi Transformation and Vix Index data for Stock Market Index Prediction and It's Effects-Reference-Cited by-同舟云学术

Heikin-Ashi Transformation and Vix Index data for Stock Market Index Prediction and It's Effects

Published:2019-02-09 Issue: Volume: Page:363-365
ISSN:2456-3307
Container-title:International Journal of Scientific Research in Computer Science, Engineering and Information Technology
language:en
Short-container-title:IJSRCSEIT

Author:

Sharma Nishchal¹,Chauhan Chaman Singh²

Affiliation:

1. Research Scholar, School of Engineering and Technology, Career Point University, Kota, Rajasthan, India

2. Assistant Professor, Dept. of Computer Science & Application, Govt. College, Chamba, Himachal Pradesh, India

Abstract

This paper performs a comprehensive analysis of Vix Index data with Heikin Ashi Transformation of stock index Neural Network Learning. It has been demonstrated that Heikin Ashi Transformation can improve the learning effect of Neural Network and the effect can also be filter out if volume weights are also considered. This paper introduces another improvement beside using volume-weighted data. Instead volatility index is used as an input and its effect for neural network learning process is analyzed.

Publisher

Technoscience Academy

Subject

General Medicine

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