Abstract
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.
A. ArratiaâSupported by grant TIN2017-89244-R from MINECO (Ministerio de EconomĂa, Industria y Competitividad) and the recognition 2017SGR-856 (MACDA) from AGAUR (Generalitat de Catalunya).
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Arratia, A., SepĂșlveda, E. (2020). Convolutional Neural Networks, Image Recognition and Financial Time Series Forecasting. In: Bitetta, V., Bordino, I., Ferretti, A., Gullo, F., Pascolutti, S., Ponti, G. (eds) Mining Data for Financial Applications. MIDAS 2019. Lecture Notes in Computer Science(), vol 11985. Springer, Cham. https://doi.org/10.1007/978-3-030-37720-5_5
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DOI: https://doi.org/10.1007/978-3-030-37720-5_5
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