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

Authors

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

DOI:

https://doi.org/10.32628/CSEIT195195

Keywords:

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

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.

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

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Published

2019-02-28

Issue

Volume 5, Issue 1, January-February-2019

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 Singh Chauhan, " Heikin-Ashi Transformation and Vix Index data for Stock Market Index Prediction and It's Effects " International Journal of Scientific Research in Computer Science, Engineering and Information Technology(IJSRCSEIT), ISSN : 2456-3307, Volume 5, Issue 1, pp.363-365, January-February-2019. Available at doi : https://doi.org/10.32628/CSEIT195195