Financial Trading Model with Stock Bar Chart Image Time Series with Deep Convolutional Neural Networks

@article{Sezer2019FinancialTM,
  title={Financial Trading Model with Stock Bar Chart Image Time Series with Deep Convolutional Neural Networks},
  author={Omer Berat Sezer and Ahmet Murat Ozbayoglu},
  journal={ArXiv},
  year={2019},
  volume={abs/1903.04610}
}
Even though computational intelligence techniques have been extensively utilized in financial trading systems, almost all developed models use the time series data for price prediction or identifying buy-sell points. [] Key Method We generated 2-D images of sliding windows of 30-day bar charts for Dow 30 stocks and trained a deep Convolutional Neural Network (CNN) model for our algorithmic trading model. We tested our model separately between 2007-2012 and 2012-2017 for representing different market…

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