Financial Time-Series Data Analysis Using Deep Convolutional Neural Networks

2016 ◽  
Author(s):  
Jou-Fan Chen ◽  
Wei-Lun Chen ◽  
Chun-Ping Huang ◽  
Szu-Hao Huang ◽  
An-Pin Chen
Keyword(s):  
Neural Networks ◽  
Time Series ◽  
Data Analysis ◽  
Convolutional Neural Networks ◽  
Time Series Data ◽  
Financial Time Series ◽  
Series Data ◽  
Deep Convolutional Neural Networks ◽  
Financial Time ◽  
Time Series Data Analysis

scholarly journals Forecasting the volatility of Financial Time Series by Tree Ensembles

2019 ◽  
Vol 12 (3) ◽  
pp. 82-89
Author(s):  
O. S. Vidmant
Keyword(s):  
Time Series ◽  
Data Analysis ◽  
Capital Investment ◽  
Time Series Data ◽  
Financial Time Series ◽  
Series Data ◽  
Time Interval ◽  
Short Term ◽  
Computing Power ◽  
Financial Time

The use of new tools for economic data analysis in the last decade has led to significant improvements in forecasting. This is due to the relevance of the question, and the development of technologies that allow implementation of more complex models without resorting to the use of significant computing power. The constant volatility of the world indices forces all financial market players to improve risk management models and, at the same time, to revise the policy of capital investment. More stringent liquidity and transparency standards in relation to the financial sector also encourage participants to experiment with protective mechanisms and to create predictive algorithms that can not only reduce the losses from the volatility of financial instruments but also benefit from short-term investment manipulations. The article discusses the possibility of improving the efficiency of calculations in predicting the volatility by the models of tree ensembles using various methods of data analysis. As the key points of efficiency growth, the author studied the possibility of aggregation of financial time series data using several methods of calculation and prediction of variance: Standard, EWMA, ARCH, GARCH, and also analyzed the possibility of simplifying the calculations while reducing the correlation between the series. The author demonstrated the application of calculation methods on the basis of an array of historical price data (Open, High, Low, Close) and volume indicators (Volumes) of futures trading on the RTS index with a five-minute time interval and an annual set of historical data. The proposed method allows to reduce the cost of computing power and time for data processing in the analysis of short-term positions in the financial markets and to identify risks with a certain level of confidence probability.

Ultra High Frequency Trigonometric Higher Order Neural Networks for Time Series Data Analysis

2009 ◽  
pp. 133-163 ◽  
Author(s):  
Ming Zhang
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Data Analysis ◽  
Exchange Rates ◽  
Time Series Data ◽  
Higher Order ◽  
Series Data ◽  
Higher Order Neural Networks ◽  
Time Series Data Analysis

This chapter develops a new nonlinear model, Ultra high frequency Trigonometric Higher Order Neural Networks (UTHONN), for time series data analysis. Results show that UTHONN models are 3 to 12% better than Equilibrium Real Exchange Rates (ERER) model, and 4 – 9% better than other Polynomial Higher Order Neural Network (PHONN) and Trigonometric Higher Order Neural Network (THONN) models. This study also uses UTHONN models to simulate foreign exchange rates and consumer price index with error approaching 0.0000%.

scholarly journals Deep Learning Techniques for Agronomy Applications

Agronomy ◽  
2019 ◽  
Vol 9 (3) ◽  
pp. 142 ◽  
Author(s):  
Chi-Hua Chen ◽  
Hsu-Yang Kung ◽  
Feng-Jang Hwang
Keyword(s):  
Neural Networks ◽  
Time Series ◽  
Deep Learning ◽  
Data Analysis ◽  
Image Recognition ◽  
Time Series Data ◽  
Series Data ◽  
Strategy Analysis ◽  
Analysis Techniques ◽  
Time Series Data Analysis

This editorial introduces the Special Issue, entitled “Deep Learning (DL) Techniques for Agronomy Applications”, of Agronomy. Topics covered in this issue include three main parts: (I) DL-based image recognition techniques for agronomy applications, (II) DL-based time series data analysis techniques for agronomy applications, and (III) behavior and strategy analysis for agronomy applications. Three papers on DL-based image recognition techniques for agronomy applications are as follows: (1) “Automatic segmentation and counting of aphid nymphs on leaves using convolutional neural networks,” by Chen et al.; (2) “Estimating body condition score in dairy cows from depth images using convolutional neural networks, transfer learning, and model ensembling techniques,” by Alvarez et al.; and (3) “Development of a mushroom growth measurement system applying deep learning for image recognition,” by Lu et al. One paper on DL-based time series data analysis techniques for agronomy applications is as follows: “LSTM neural network based forecasting model for wheat production in Pakistan,” by Haider et al. One paper on behavior and strategy analysis for agronomy applications is as follows: “Research into the E-learning model of agriculture technology companies: analysis by deep learning,” by Lin et al.

scholarly journals An Application of the Associate Hopfield Network for Pattern Matching in Chart Analysis

2021 ◽  
Vol 11 (9) ◽  
pp. 3876
Author(s):  
Weiming Mai ◽  
Raymond S. T. Lee
Keyword(s):  
Time Series ◽  
Pattern Matching ◽  
Time Series Data ◽  
Financial Time Series ◽  
Noisy Data ◽  
Hopfield Neural Network ◽  
Hopfield Network ◽  
Series Data ◽  
Financial Time ◽  
Chart Patterns

Chart patterns are significant for financial market behavior analysis. Lots of approaches have been proposed to detect specific patterns in financial time series data, most of them can be categorized as distance-based or training-based. In this paper, we applied a trainable continuous Hopfield Neural Network for financial time series pattern matching. The Perceptually Important Points (PIP) segmentation method is used as the data preprocessing procedure to reduce the fluctuation. We conducted a synthetic data experiment on both high-level noisy data and low-level noisy data. The result shows that our proposed method outperforms the Template Based (TB) and Euclidean Distance (ED) and has an advantage over Dynamic Time Warping (DTW) in terms of the processing time. That indicates the Hopfield network has a potential advantage over other distance-based matching methods.

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