Article Deep Learning And Time Seriestoimage Encoding For Financial Forecasting Silvio Barra by Silvio Barra, Salvatore Mario Carta, Andrea Corriga, Alessandro Sebastian Podda, And Diego Reforgiato Recupero instant download after payment.

Abstract — In the last decade, market financial forecasting has attracted high interests amongst the researchers in pattern recognition. Usually, the data used for analysing the market, and then gamble on its future trend, are provided as time series; this aspect, along with the high fluctuation of this kind of data, cuts out the use of very efficient classification tools, very popular in the state of the art, like the well known convolutional neural networks (CNNs) models such as Inception, ResNet, AlexNet, and so on. This forces the researchers to train new tools from scratch. Such operations could be very time consuming. This paper exploits an ensemble of CNNs, trained over Gramian angular fields (GAF) images, generated from time series related to the Standard & Poor’s 500 index future; the aim is the prediction of the future trend of the U.S. market. A multi-resolution imaging approach is used to feed each CNN, enabling the analysis of different time intervals for a single observation. A simple trading system based on the ensemble forecaster is used to evaluate the quality of the proposed approach. Our method outperforms the buyand- hold (B&H) strategy in a time frame where the latter provides excellent returns. Both quantitative and qualitative results are provided.

Index Terms—Convolutional neural networks (CNNs), ensemble of CNNs, financial forecasting, Gramian angular fields (GAF) imaging.