Convolutional Neural Networks, Image Recognition and Financial Time Series Forecasting

被引:2
|
作者
Arratia, Argimiro [1 ]
Sepulveda, Eduardo
机构
[1] Barcelona Tech UPC, Comp Sci, Barcelona, Spain
来源
关键词
Convolutional Neural Networks; Recurrence plots; Time series; Forecasting;
D O I
10.1007/978-3-030-37720-5_5
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Convolutional Neural Networks (CNN) are best known as good image classifiers. This model is recently been used for financial forecasting. The purpose of this work is to show that by converting financial information into images and feeding these financial-image representation to the CNN, it results in an improvement in classification.
引用
收藏
页码:60 / 69
页数:10
相关论文
共 50 条
  • [1] Forecasting Financial Time Series through Causal and Dilated Convolutional Neural Networks
    Borjesson, Lukas
    Singull, Martin
    [J]. ENTROPY, 2020, 22 (10) : 1 - 20
  • [2] Neural Networks for Financial Time Series Forecasting
    Sako, Kady
    Mpinda, Berthine Nyunga
    Rodrigues, Paulo Canas
    [J]. ENTROPY, 2022, 24 (05)
  • [3] Conditional Time Series Forecasting with Convolutional Neural Networks
    Borovykh, Anastasia
    Bohte, Sander
    Oosterlee, Cornelis W.
    [J]. ARTIFICIAL NEURAL NETWORKS AND MACHINE LEARNING, PT II, 2017, 10614 : 729 - 730
  • [4] Convolutional Neural Networks for Energy Time Series Forecasting
    Koprinska, Irena
    Wu, Dengsong
    Wang, Zheng
    [J]. 2018 INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS (IJCNN), 2018,
  • [5] Dilated convolutional neural networks for time series forecasting
    Borovykh, Anastasia
    Bohte, Sander
    Oosterlee, Cornelis W.
    [J]. JOURNAL OF COMPUTATIONAL FINANCE, 2019, 22 (04) : 73 - 101
  • [6] A Combined Model Based on Recurrent Neural Networks and Graph Convolutional Networks for Financial Time Series Forecasting
    Lazcano, Ana
    Herrera, Pedro Javier
    Monge, Manuel
    [J]. MATHEMATICS, 2023, 11 (01)
  • [7] Forecasting financial multivariate time series with neural networks
    Ankenbrand, T
    Tomassini, M
    [J]. 1ST INTERNATIONAL SYMPOSIUM ON NEURO-FUZZY SYSTEMS - AT'96, CONFERENCE REPORT, 1996, : 95 - 101
  • [8] Forecasting financial time series with fuzzy neural networks
    Rast, M
    [J]. 1997 IEEE INTERNATIONAL CONFERENCE ON INTELLIGENT PROCESSING SYSTEMS, VOLS 1 & 2, 1997, : 432 - 434
  • [9] Temporal Convolutional Attention Neural Networks for Time Series Forecasting
    Lin, Yang
    Koprinska, Irena
    Rana, Mashud
    [J]. 2021 INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS (IJCNN), 2021,
  • [10] Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approach
    Sezer, Omer Berat
    Ozbayoglu, Ahmet Murat
    [J]. APPLIED SOFT COMPUTING, 2018, 70 : 525 - 538