Performance evaluation of deep learning stock price by chart type for buying policy verification

Citations

SCOPUS

4

초록

Recently, deep learning has been widely applied to various fields, and various researches are being conducted in the stock price prediction. The study of stock price prediction is mainly composed of studying the structure of learning model, performance evaluation according to input features, and generating profit rate using stock price prediction model. Stocks range from very volatile stocks to stable stocks. Therefore, appropriate prediction models will be needed for each stock group. In this paper, we collected stocks by chart type using advanced filtering technology. There are three types of charts, and deep learning were conducted for each type. We experimented to see which chart types have the best prediction performance. As a result, the Nosedive chart shape showed the highest prediction performance in the others © 2018 The authors and IOS Press. All rights reserved.

키워드

Buying policy; Stock chart analysis; Stock prediction; Technical analysis; Data mining; Financial markets; Forecasting; Fuzzy systems; Performance evaluations; Policy verification; Prediction model; Prediction performance; Stock charts; Stock predictions; Stock price prediction; Technical analysis; Deep learning
제목
Performance evaluation of deep learning stock price by chart type for buying policy verification
저자
Song, Yoojeong; Lee, Jongwoo
DOI
10.3233/978-1-61499-927-0-646
발행일
2018-11
유형
Conference Paper
저널명
Frontiers in Artificial Intelligence and Applications
권
309
페이지
646 ~ 652