Improving Heikin-Ashi Transformation Data Learning in Neural Network Learning Using Volume Weight in Stock Market Data

Authors

  • Nishchal Sharma  Research Scholar, School of Engineering and Technology, Career Point University, Kota, Rajasthan, India
  • Dr. Chaman S. Chauhan  Assistant Professor, Dept. of Computer Science & Application, Govt. College Chamba Himachal Pradesh, India

Keywords:

Heikin Ashi Transformation, Neural Network, Stock Market Analysis, Time series filtering

Abstract

This paper provides a further analysis and improvement of Heikin Ashi Transformation for Neural Network Learning. It has been demonstrated that Heikin Ashi Transformation can improve the learning effect of Neural Network. This paper introduces another improvement using volume-weighted data for learning and its effect for neural network learning process.

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IInternational Journal of Scientific Research in Computer Science, Engineering and Information Technology

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Published

2018-02-28

Issue

Volume 3, Issue 1, January-February-2018

Section

Research Articles

License

Copyright (c) IJSRCSEIT

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

[1]
Nishchal Sharma, Dr. Chaman S. Chauhan, " Improving Heikin-Ashi Transformation Data Learning in Neural Network Learning Using Volume Weight in Stock Market Data" International Journal of Scientific Research in Computer Science, Engineering and Information Technology(IJSRCSEIT), ISSN : 2456-3307, Volume 3, Issue 1, pp.1809-1812, January-February-2018.