Stock Market Prediction Using Artificial Neural Networks Based on HLP

Forecasting stock price or stock index is an important financial subject that has attracted researchers´ attention for many years. In this paper, we put forward a new method called HLP as data preprocessing to process the stock data. By HLP method we can get the stock high low point with different frequency and amplitude. The extracted data describes the feature of stock price movement. After that we construct ANN models to forecast the stock movement direction and price. The HLP method and ANN models give assistance to investors.