Fig. 1. Architecture of the neural network
Fig. 2. Trading interval for buying leverage and inverse ETFs
Fig. 3. Output comparison of KOSPI daily close prices in the test
Fig. 4. Profit rate per trade in bull market
Fig. 5. Profit rate per trade in bear market
Fig. 6. Cumulative profit rate in the test
Table 1. Input variables of the neural network model
Table 2. The correlation coefficients of KOSPI, KOSPI200 and F-KOSPI200
Table 3. Neural network parameters for the KOSPI prediction models
Table 4. KOSPI prediction errors
Table 5. Trade performance of the neural network models
Table 6. Trade profit of the neural network models
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