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Using a Deep Learning Model to Simulate Human Stock Trader's Methods of Chart Analysis
April 9, 2024, 4:44 a.m. | Sungwoo Kang, Jong-Kook Kim
cs.LG updates on arXiv.org arxiv.org
Abstract: Despite the efficient market hypothesis, many studies suggest the existence of inefficiencies in the stock market leading to the development of techniques to gain above-market returns. Systematic trading has undergone significant advances in recent decades with deep learning schemes emerging as a powerful tool for analyzing and predicting market behavior. In this paper, a method is proposed that is inspired by how professional technical analysts trade. This scheme looks at stock prices of the previous …
abstract advances analysis arxiv cs.lg deep learning development human hypothesis market q-fin.st returns stock studies trading type
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