Wrapper ANFIS-ICA method to do stock market timing and feature selection on the basis of Japanese Candlestick

作者：

Highlights：

• Application of Japanese Candlestick for data transformation and attribute generation.

• Developing wrapper ANFIS-ICA method.

• Stock market timing and feature selection with wrapper ANFIS-ICA.

• Comparison of results with base study and other wrapper algorithms.

摘要

•Application of Japanese Candlestick for data transformation and attribute generation.•Developing wrapper ANFIS-ICA method.•Stock market timing and feature selection with wrapper ANFIS-ICA.•Comparison of results with base study and other wrapper algorithms.

论文关键词：Finance,Stock market forecasting,Technical analysis,Feature selection,Wrapper ANFIS-ICA

论文评审过程：Received 1 June 2015, Revised 4 August 2015, Accepted 5 August 2015, Available online 12 August 2015, Version of Record 7 September 2015.

论文官网地址：https://doi.org/10.1016/j.eswa.2015.08.010