Open AccessHeikin-Ashi Transformation and Vix Index data for Stock Market Index Prediction and It's Effects
Author(s) -
Nishchal Sharma,
Chaman Singh Chauhan
Publication year - 2019
Publication title -
international journal of scientific research in computer science, engineering and information technology
Language(s) - English
Resource type - Journals
ISSN - 2456-3307
DOI - 10.32628/cseit195195
Subject(s) - artificial neural network , index (typography) , transformation (genetics) , econometrics , stock market index , volatility (finance) , computer science , volume (thermodynamics) , stock market , artificial intelligence , mathematics , geography , context (archaeology) , archaeology , world wide web , biochemistry , chemistry , physics , quantum mechanics , gene
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.