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1D convolutional neural networks for chart pattern classification in financial time series
Liu, Liying; Si, Yain Whar
2022-03-30
Source PublicationJournal of Supercomputing
ISSN0920-8542
Volume78Issue: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.

Keyword1d Convolutional Neural Networks Chart Patterns Classification Financial Time Series
DOI10.1007/s11227-022-04431-5
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaComputer Science ; Engineering
WOS SubjectComputer Science, Hardware & Architecture ; Computer Science, Theory & Methods ; Engineering, Electrical & Electronic
WOS IDWOS:000776045100001
PublisherSPRINGERVAN GODEWIJCKSTRAAT 30, 3311 GZ DORDRECHT, NETHERLANDS
Scopus ID2-s2.0-85127446556
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Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF COMPUTER AND INFORMATION SCIENCE
Faculty of Science and Technology
Corresponding AuthorSi, Yain Whar
AffiliationDepartment of Computer and Information Science, University of Macau, Macao
First Author AffilicationUniversity of Macau
Corresponding Author AffilicationUniversity 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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