Residential College | false |
Status | 已發表Published |
1D convolutional neural networks for chart pattern classification in financial time series | |
Liu, Liying; Si, Yain Whar | |
2022-03-30 | |
Source Publication | Journal of Supercomputing |
ISSN | 0920-8542 |
Volume | 78Issue:12Pages:14191-14214 |
Abstract | This paper proposes a novel deep learning-based approach for financial chart patterns classification. Convolutional neural networks (CNNs) have made notable achievements in image recognition and computer vision applications. These networks are usually based on two-dimensional convolutional neural networks (2D CNNs). In this paper, we describe the design and implementation of one-dimensional convolutional neural networks (1D CNNs) for the classification of chart patterns from financial time series. The proposed 1D CNN model is compared against support vector machine, extreme learning machine, long short-term memory, rule-based and dynamic time warping. Experimental results on synthetic datasets reveal that the accuracy of 1D CNN is highest among all the methods evaluated. Results on real datasets also reveal that chart patterns identified by 1D CNN are also the most recognized instances when they are compared to those classified by other methods. |
Keyword | 1d Convolutional Neural Networks Chart Patterns Classification Financial Time Series |
DOI | 10.1007/s11227-022-04431-5 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Computer Science ; Engineering |
WOS Subject | Computer Science, Hardware & Architecture ; Computer Science, Theory & Methods ; Engineering, Electrical & Electronic |
WOS ID | WOS:000776045100001 |
Publisher | SPRINGERVAN GODEWIJCKSTRAAT 30, 3311 GZ DORDRECHT, NETHERLANDS |
Scopus ID | 2-s2.0-85127446556 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF COMPUTER AND INFORMATION SCIENCE Faculty of Science and Technology |
Corresponding Author | Si, Yain Whar |
Affiliation | Department of Computer and Information Science, University of Macau, Macao |
First Author Affilication | University of Macau |
Corresponding Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | Liu, Liying,Si, Yain Whar. 1D convolutional neural networks for chart pattern classification in financial time series[J]. Journal of Supercomputing, 2022, 78(12), 14191-14214. |
APA | Liu, Liying., & Si, Yain Whar (2022). 1D convolutional neural networks for chart pattern classification in financial time series. Journal of Supercomputing, 78(12), 14191-14214. |
MLA | Liu, Liying,et al."1D convolutional neural networks for chart pattern classification in financial time series".Journal of Supercomputing 78.12(2022):14191-14214. |
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