Forecasting financial asset price movements using convolutional neutral networks – application to the U.S. financial services sector and comparisson across industries

This thesis explores the applicability of CNNs as a price movement forecasting tool for ETFs, using a technical analysis approach and three different image encoding techniques. After developing a general methodology, the thesis focuses on the application to the U.S. financial services sector. Subseq...

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Bibliographic Details
Main Author: Boße, Jonathan (author)
Format: masterThesis
Language:eng
Published: 2022
Subjects:
Trading
Technical analysis
Convolutional neural networks
Industry comparison
Gramian angular fields
Markov transition fields
Financial time series forecasting
Financial services sector
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Online Access:http://hdl.handle.net/10362/145351
Country:Portugal
Oai:oai:run.unl.pt:10362/145351

Internet

http://hdl.handle.net/10362/145351

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