Predicting Stock Price Movement as an Image Classification Problem
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arXiv
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| Format: | Preprint |
| Published: |
2023
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| _version_ | 1866918130008195072 |
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| author | Steinbacher, Matej |
| author_facet | Steinbacher, Matej |
| contents | The paper studies intraday price movement of stocks that is considered as an image classification problem. Using a CNN-based model we make a compelling case for the high-level relationship between the first hour of trading and the close. The algorithm managed to adequately separate between the two opposing classes and investing according to the algorithm's predictions outperformed all alternative constructs but the theoretical maximum. To support the thesis, we ran several additional tests. The findings in the paper highlight the suitability of computer vision techniques for studying financial markets and in particular prediction of stock price movements. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2303_01111 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Predicting Stock Price Movement as an Image Classification Problem Steinbacher, Matej Pricing of Securities Computational Engineering, Finance, and Science Machine Learning Computational Finance Trading and Market Microstructure The paper studies intraday price movement of stocks that is considered as an image classification problem. Using a CNN-based model we make a compelling case for the high-level relationship between the first hour of trading and the close. The algorithm managed to adequately separate between the two opposing classes and investing according to the algorithm's predictions outperformed all alternative constructs but the theoretical maximum. To support the thesis, we ran several additional tests. The findings in the paper highlight the suitability of computer vision techniques for studying financial markets and in particular prediction of stock price movements. |
| title | Predicting Stock Price Movement as an Image Classification Problem |
| topic | Pricing of Securities Computational Engineering, Finance, and Science Machine Learning Computational Finance Trading and Market Microstructure |
| url | https://arxiv.org/abs/2303.01111 |