Predict Forex Trend via Convolutional Neural Networks

9 Jan 2018  ·  Yun-Cheng Tsai, Jun-Hao Chen, Jun-Jie Wang ·

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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Computational Engineering, Finance, and Science Computational Finance

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