Convolutional networks for FX trading
蔡芸琤台灣大學 下午 3:00–4:30 鴻經館 107 室Abstract
Deep learning is an effective approach to solve image recognition problems. People like to think intuitively from the trading chart. This study used the characteristics of deep learning to train computers how to imitate people’s thinking from the trading chart.
We have three steps as follows:
1. Before training, we need to pre-process our input data from quantitative data to images.
2. We use Convolutional-Neural-Network (CNN), which is a kind of the deep learning, to train our trading model.
3. We evaluate the models by the accuracy of the classification.
With this approach, a trading model is obtained to help make trading strategies. The main application is designed to help clients automatically obtain personalized trading strategies.