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Predicting the daily return direction of the stock market using hybrid machine learning algorithms

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Figure

Fig. 1 Histogram of SPY current return (left) and histogram of adjusted SPY current return (right)
Fig. 2 Topology of a multilayer feed-forward neural network used for classification
Table 1 The ANN classification results using 12 transformed datasets
Table 2 Classification results with ANN/DNN classifiers using entire untransformed data
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