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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.author Sezer, Ömer Berat
dc.contributor.author Özbayoğlu, Murat
dc.contributor.author Doğdu, Erdoğan
dc.date.accessioned 2019-12-18T12:03:30Z
dc.date.available 2019-12-18T12:03:30Z
dc.date.issued 2017
dc.identifier.citation Sezer, 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. tr_TR
dc.identifier.issn 1877-0509
dc.identifier.uri http://hdl.handle.net/20.500.12416/2180
dc.description.abstract In 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. tr_TR
dc.language.iso eng tr_TR
dc.publisher Elsevier Science BV tr_TR
dc.relation.isversionof 10.1016/j.procs.2017.09.031 tr_TR
dc.rights info:eu-repo/semantics/openAccess tr_TR
dc.subject Stock Trading tr_TR
dc.subject Stock Market tr_TR
dc.subject Deep Neural-Network tr_TR
dc.subject Evolutionary Algorithms tr_TR
dc.subject Technical Analysis tr_TR
dc.title A Deep Neural-Network Based Stock Trading System Based on Evolutionary Optimized Technical Analysis Parameters tr_TR
dc.type conferenceObject tr_TR
dc.relation.journal Complex Adaptive Systems Conference With Theme: Engineering Cyber Physical Systems, Cas tr_TR
dc.contributor.authorID 142876 tr_TR
dc.identifier.volume 114 tr_TR
dc.identifier.startpage 473 tr_TR
dc.identifier.endpage 480 tr_TR
dc.contributor.department Çankaya Üniversitesi, Mühendislik Fakültesi, Bilgisayar Mühendisliği Bölümü tr_TR


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