Journal of Intelligent Systems 29 (1):941-958 (2019)

Abstract
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 main goal of our approach is combining the time-series modeling and convolutional neural networks to build a trading model. We propose three steps to build the trading model. First, we preprocess the input data from quantitative data to images. Second, we use a CNN, which is a type of deep learning, to train our trading model. Third, we evaluate the model’s performance in terms of the accuracy of classification. The experimental results show that if the strategy is clear enough to make the images obviously distinguishable the CNN model can predict the prices of a financial asset. Hence, our approach can help devise trading strategies and help clients automatically obtain personalized trading strategies.
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DOI 10.1515/jisys-2018-0074
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