Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approach.

Applied Soft Computing(2018)

引用 393|浏览680
暂无评分
摘要
•We converted 1-D financial technical analysis data to 2-D images for classification.•We used 2-D deep convolutional neural network for trend forecasting.•We propose a robust algorithmic trading model that works in any market condition.•To best of our knowledge, 2-D CNN with TA has not been used for financial trading before.•Model outperformed Buy & Hold, RSI, MA, LSTM, MLP over long time periods.
更多
查看译文
关键词
Algorithmic trading,Deep learning,Convolutional neural networks,Financial forecasting,Stock market,Technical analysis
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要