Using Deep Learning Neural Networks and Candlestick Chart Representation to Predict Stock Market
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References listed on IDEAS
- Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
- Xi Zhang & Yunjia Zhang & Senzhang Wang & Yuntao Yao & Binxing Fang & Philip S. Yu, 2018. "Improving Stock Market Prediction via Heterogeneous Information Fusion," Papers 1801.00588, arXiv.org.
- Lu, Tsung-Hsun & Shiu, Yung-Ming & Liu, Tsung-Chi, 2012. "Profitable candlestick trading strategies—The evidence from a new perspective," Review of Financial Economics, Elsevier, vol. 21(2), pages 63-68.
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Cited by:
- Koya Ishikawa & Kazuhide Nakata, 2021. "Online Trading Models with Deep Reinforcement Learning in the Forex Market Considering Transaction Costs," Papers 2106.03035, arXiv.org, revised Dec 2021.
- Shima Nabiee & Nader Bagherzadeh, 2023. "Stock Trend Prediction: A Semantic Segmentation Approach," Papers 2303.09323, arXiv.org.
- Longbing Cao, 2021. "AI in Finance: Challenges, Techniques and Opportunities," Papers 2107.09051, arXiv.org.
- Sungwoo Kang & Jong-Kook Kim, 2023. "Using a Deep Learning Model to Simulate Human Stock Trader's Methods of Chart Analysis," Papers 2304.14870, arXiv.org, revised Apr 2024.
- Zezheng Zhang & Matloob Khushi, 2020. "GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for RoboTrading," Papers 2008.09471, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2019-04-08 (Big Data)
- NEP-CMP-2019-04-08 (Computational Economics)
- NEP-FMK-2019-04-08 (Financial Markets)
- NEP-SEA-2019-04-08 (South East Asia)
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