Technical Name METHOD, ELECTRICAL DEVICE AND COMPUTER PROGRAM PRODUCT FOR CLASSIFYING CANDLESTICKS PATTERNS
Project Operator National Taiwan University
Project Host 蔡芸琤
Summary
Candlestick pattern classification approaches take the hard work out of visually identifying these patterns. To highlight its capabilities, we propose a two-steps approach to recognize candlestick patterns automatically. The first step uses the Gramian Angular Field (GAF) to encode the time series as different types of images. The second step uses the Convolutional Neural Network (CNN) with the GAF to encode images to learn eight critical kinds of candlestick patterns.
Scientific Breakthrough
The Candlestick is one of the most critical tools in financial transactions to help determine market sentiment. In this embodiment, the time series of the squall line data converted into a two-dimensional image, and the two-dimensional image is input to the convolutional neural network to identify the squall line pattern, so that a good identification effect can achieve.
Industrial Applicability
In the past, program transactions were screened and identified by setting specific conditions. This product emulates the real trading scene of the trader, and through the direct operation of the image, the trader can more intuitively use the "disc feeling" to identify the powerful features, thereby adjusting the computer and effectively improving the model.
Keyword Convolutional Neural Networks (CNN) Gramian Angular Field (GAF) Candlestick Patterns Classication Time Series Robo-Advisor on Financial FinTech Program Trading Explainable AI morphology
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