Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approach

• Published in: Applied soft computing Vol. 70; pp. 525 - 538
• Main Authors: Sezer, Omer Berat, Ozbayoglu, Ahmet Murat
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.09.2018
• Subjects: Algorithmic trading; Convolutional neural networks; Deep learning; Financial forecasting; Stock market; Technical analysis; Algorithmic trading; Deep learning; Technical analysis; Financial forecasting; Convolutional neural networks; Stock market

•We converted 1-D financial technical analysis data to 2-D images for classification.•We used 2-D deep convolutional neural network for trend forecasting.•We propose a robust algorithmic trading model that works in any market condition.•To best of our knowledge, 2-D CNN with TA has not been used for...