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arxiv: 1801.03018 · v1 · pith:HPJVMELAnew · submitted 2018-01-09 · 💻 cs.CE · q-fin.CP

Predict Forex Trend via Convolutional Neural Networks

classification 💻 cs.CE q-fin.CP
keywords tradingdeeplearningmodelapproachchartsconvolutionaldata
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Deep learning is an effective approach to solving image recognition problems. People draw intuitive conclusions from trading charts; this study uses the characteristics of deep learning to train computers in imitating this kind of intuition in the context of trading charts. The three steps involved are as follows: 1. Before training, we pre-process the input data from quantitative data to images. 2. We use a convolutional neural network (CNN), a type of deep learning, to train our trading model. 3. We evaluate the model's performance in terms of the accuracy of classification. A trading model is obtained with this approach to help devise trading strategies. The main application is designed to help clients automatically obtain personalized trading strategies.

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