Sljedećih 5 (od ukupno 6 spomenutih) značajki ulaznih vektora su: 1. x1 Relative Strength Index (RSI) A technical momentum indicator that compares the magnitude of recent gains to recent losses in an attempt to determine overbought and oversold conditions of an asset. RSI=100-[100/(1+RS)] RS = (Avgerage of x days’ up closes) / (Average of x days’ down closes) 2. x2 Money Flow Index (MFI) This one measures the strength of money in and out of a security. Money Flow (MF) = Typical Price * Volume Money Ratio (MR) = (Positive MF / Negative MF). MFI = 100 – (100/ (1+MR)) 3. x3 Exponential Moving Average (EMA) This indicator returns the exponential moving average of a field over a given period of time. EMA = [α *T Close] + [1-α* Y EMA]. Where T is Today’s close and Y is Yesterday’s close. 4. x4 Stochastic Oscillator (SO) The stochastic oscillator defined as a measure of the difference between the current closing price of a security and its lowest low price, relative to its highest high price for a given period of time. %K = [(Close price – Lowest price) / (Highest Price – Lowest Price)] * 100 5. x5 Moving Average Convergence/Divergence (MACD) This function calculates difference between a short and a long term moving average for a field. MACD = [0.075*EMA of Closing prices] – [0.15*EMA of closing prices] Još je dodano: Signal Line = 0.2*EMA of MACD Napomene: 1. Bolje je na engleskom da se ne izgubi nešto u prijevodu. 2. 6. nije spomenuta u seminaru, morat ćemo smislit što uzeti (možda Tin zna jer nam je potrebno poznavanje burze i dionica :) ). 3. Treća (x3) mi osobno nije jasna. 4. Svaki x=(x1,x2,x3,x4,x5,x6) reprezentira jednu dionicu (mi ćemo uzeti 10-15 različitih) pa je n=6 i 10<N<15 tj imamo 10 do 15 primjera. 5. Slobodne parametre pogađamo tj namještamo i/ili koristimo PSO. 6. Vremenski raspon: oni su uzeli podatke svake dionice tj tvrtke u vremenskom periodu od 3 godine; jasno mi možemo drugačije npr zanemarit period kad je bila kriza kao što smo pričali... Uzet neki vremenski period i izračunat potrebne indikatore za svaku dionicu (E TO TREBAMO ZA PRIPREMU!) Uglavnom, treba odredit vremenski period i odabrat x6 (to se trebamo dogovorit); ja moram sredit PSO i općenito vidjet koje ćemo parametre bez PSO-a al to tek na kraju kad budem imala sve da ih mogu namjestit.