Stock Price Range Forecast via a Recurrent Neural Network Based on the Zero-Crossing Rate Approach

By knowing the future price range, which is the difference between the closing price and the opening price, we can calculate the long or short positions in advance. This paper presents a Recurrent Neural Network (RNN) based approach to forecast the price range. Compared to other methods based on machine learning, our method puts greater focus on the characteristics of the stock data, such as the zero-crossing rate (ZCR), which represents the...