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Candlestick pattern is one of the most fundamental and valuable graphical tools in financial trading that supports traders observing the current market conditions to make the proper decision. This task has a long history and, most of the…

Computer Vision and Pattern Recognition · Computer Science 2022-01-24 Jun-Hao Chen , Yun-Cheng Tsai

Stock market prediction is still a challenging problem because there are many factors effect to the stock market price such as company news and performance, industry performance, investor sentiment, social media sentiment and economic…

General Finance · Quantitative Finance 2019-04-01 Rosdyana Mangir Irawan Kusuma , Trang-Thi Ho , Wei-Chun Kao , Yu-Yen Ou , Kai-Lung Hua

Candlestick charts display the high, low, opening, and closing prices in a specific period. Candlestick patterns emerge because human actions and reactions are patterned and continuously replicate. These patterns capture information on the…

Computational Engineering, Finance, and Science · Computer Science 2020-06-02 Jun-Hao Chen , Yun-Cheng Tsai

Deep learning (DL) has been applied extensively in a wide range of fields. However, it has been shown that DL models are susceptible to a certain kinds of perturbations called \emph{adversarial attacks}. To fully unlock the power of DL in…

Statistical Finance · Quantitative Finance 2020-06-09 Jun-Hao Chen , Samuel Yen-Chi Chen , Yun-Cheng Tsai , Chih-Shiang Shur

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…

Computational Engineering, Finance, and Science · Computer Science 2018-01-10 Yun-Cheng Tsai , Jun-Hao Chen , Jun-Jie Wang

Despite the popularisation of machine learning models, more often than not, they still operate as black boxes with no insight into what is happening inside the model. There exist a few methods that allow to visualise and explain why a model…

Machine Learning · Computer Science 2021-06-18 Błażej Leporowski , Alexandros Iosifidis

Deep Learning is a state-of-the-art technique to make inference on extensive or complex data. As a black box model due to their multilayer nonlinear structure, Deep Neural Networks are often criticized to be non-transparent and their…

Artificial Intelligence · Computer Science 2019-11-28 Vanessa Buhrmester , David Münch , Michael Arens

The art of systematic financial trading evolved with an array of approaches, ranging from simple strategies to complex algorithms all relying, primary, on aspects of time-series analysis. Recently, after visiting the trading floor of a…

Computer Vision and Pattern Recognition · Computer Science 2020-10-27 Naftali Cohen , Tucker Balch , Manuela Veloso

This paper investigates predicting market strength solely from candlestick chart images to assist investment decisions. The core research problem is developing an effective computer vision-based model using raw candlestick visuals without…

Computer Vision and Pattern Recognition · Computer Science 2025-01-22 Thanh Nam Duong , Trung Kien Hoang , Quoc Khanh Duong , Quoc Dat Dinh , Duc Hoan Le , Huy Tuan Nguyen , Xuan Bach Nguyen , Quy Ban Tran

Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

Statistical Finance · Quantitative Finance 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Degang Wang

Deep neural networks (DNNs) are increasingly deployed in different applications to achieve state-of-the-art performance. However, they are often applied as a black box with limited understanding of what knowledge the model has learned from…

Computer Vision and Pattern Recognition · Computer Science 2021-02-09 Shihao Zhao , Xingjun Ma , Yisen Wang , James Bailey , Bo Li , Yu-Gang Jiang

The prediction of a stock price has always been a challenging issue, as its volatility can be affected by many factors such as national policies, company financial reports, industry performance, and investor sentiment etc.. In this paper,…

General Finance · Quantitative Finance 2020-09-08 Qiao Zhou , Ningning Liu

Deep neural networks are widely used for classification. These deep models often suffer from a lack of interpretability -- they are particularly difficult to understand because of their non-linear nature. As a result, neural networks are…

Artificial Intelligence · Computer Science 2017-11-22 Oscar Li , Hao Liu , Chaofan Chen , Cynthia Rudin

Deep neural networks (DNNs) are known as black-box models. In other words, it is difficult to interpret the internal state of the model. Improving the interpretability of DNNs is one of the hot research topics. However, at present, the…

Machine Learning · Computer Science 2019-09-17 Masanari Kimura , Masayuki Tanaka

This study attempts to analyze patterns in cryptocurrency markets using a special type of deep neural networks, namely a convolutional autoencoder. The method extracts the dominant features of market behavior and classifies the 40 studied…

Machine Learning · Computer Science 2019-10-29 Vladimir Puzyrev

Deep Neural Networks (DNN) and especially Convolutional Neural Networks (CNN) are a de-facto standard for the analysis of large volumes of signals and images. Yet, their development and underlying principles have been largely performed in…

Information Theory · Computer Science 2022-03-24 Ljubisa Stankovic , Danilo Mandic

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

We propose a novel investment decision strategy (IDS) based on deep learning. The performance of many IDSs is affected by stock similarity. Most existing stock similarity measurements have the problems: (a) The linear nature of many…

Computational Finance · Quantitative Finance 2018-02-20 Guosheng Hu , Yuxin Hu , Kai Yang , Zehao Yu , Flood Sung , Zhihong Zhang , Fei Xie , Jianguo Liu , Neil Robertson , Timothy Hospedales , Qiangwei Miemie

Deep neural networks are powerful tools to detect hidden patterns in data and leverage them to make predictions, but they are not designed to understand uncertainty and estimate reliable probabilities. In particular, they tend to be…

Machine Learning · Statistics 2022-11-10 Bat-Sheva Einbinder , Yaniv Romano , Matteo Sesia , Yanfei Zhou

This paper reviews recent studies in understanding neural-network representations and learning neural networks with interpretable/disentangled middle-layer representations. Although deep neural networks have exhibited superior performance…

Computer Vision and Pattern Recognition · Computer Science 2018-02-08 Quanshi Zhang , Song-Chun Zhu
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