Omer Berat Sezer*, Ahmet Murat Ozbayoglu
Intelligent Automation & Soft Computing, Vol.26, No.2, pp. 323-334, 2020, DOI:10.31209/2018.100000065
Abstract 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. However, in this
study we decided to use 2-D stock bar chart images directly without introducing
any additional time series associated with the underlying stock. We propose a
novel algorithmic trading model CNN-BI (Convolutional Neural Network with Bar
Images) using a 2-D Convolutional Neural Network. We generated 2-D images
of sliding windows of 30-day bar charts for Dow 30 stocks and trained a deep
Convolutional Neural More >
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