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A Deep Neural-Network Based Stock Trading System Based on Evolutionary Optimized Technical Analysis Parameters

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dc.contributor.authorSezer, Ömer Berat
dc.contributor.authorÖzbayoğlu, Murat
dc.contributor.authorDoğdu, Erdoğan
dc.contributor.authorID142876tr_TR
dc.date.accessioned2019-12-18T12:03:30Z
dc.date.available2019-12-18T12:03:30Z
dc.date.issued2017
dc.departmentÇankaya Üniversitesi, Mühendislik Fakültesi, Bilgisayar Mühendisliği Bölümüen_US
dc.description.abstractIn this study, we propose a stock trading system based on optimized technical analysis parameters for creating buy-sell points using genetic algorithms. The model is developed utilizing Apache Spark big data platform. The optimized parameters are then passed to a deep MLP neural network for buy-sell-hold predictions. Dow 30 stocks are chosen for model validation. Each Dow stock is trained separately using daily close prices between 1996-2016 and tested between 2007-2016. The results indicate that optimizing the technical indicator parameters not only enhances the stock trading performance but also provides a model that might be used as an alternative to Buy and Hold and other standard technical analysis models. (c) 2017 The Authors. Published by Elsevier B.V.en_US
dc.identifier.citationSezer, Omer Berat; Ozbayoglu, Murat; Dogdu, Erdogan (2017). A Deep Neural-Network Based Stock Trading System Based on Evolutionary Optimized Technical Analysis Parameters, Conference: Complex Adaptive Systems Conference on Engineering Cyber Physical Systems (CAS) Location: Chicago, IL Date: OCT 30-NOV 01, 2017, Complex Adaptive Systems Conference With Theme: Engineering Cyber Physical Systems, Cas, 114, 473-480.en_US
dc.identifier.doi10.1016/j.procs.2017.09.031
dc.identifier.endpage480en_US
dc.identifier.issn1877-0509
dc.identifier.startpage473en_US
dc.identifier.urihttp://hdl.handle.net/20.500.12416/2180
dc.identifier.volume114en_US
dc.language.isoenen_US
dc.publisherElsevier Science BVen_US
dc.relation.ispartofComplex Adaptive Systems Conference With Theme: Engineering Cyber Physical Systems, Casen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectStock Tradingen_US
dc.subjectStock Marketen_US
dc.subjectDeep Neural-Networken_US
dc.subjectEvolutionary Algorithmsen_US
dc.subjectTechnical Analysisen_US
dc.titleA Deep Neural-Network Based Stock Trading System Based on Evolutionary Optimized Technical Analysis Parameterstr_TR
dc.titleA Deep Neural-Network Based Stock Trading System Based on Evolutionary Optimized Technical Analysis Parametersen_US
dc.typeConference Objecten_US
dspace.entity.typePublication

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