Kazan (Volga region) Federal University, KFU
KAZAN
FEDERAL UNIVERSITY
 
ALGORITHM FOR THE FORMATION OF A TRAINING SET FOR A NEURAL NETWORK ON THE RECOGNITION OF CHART PATTERNS
Form of presentationArticles in international journals and collections
Year of publication2018
Языканглийский
  • Vakhitov Galim Zaribzyanovich, author
  • Enikeeva Zulfira Asnafovna, author
  • Bibliographic description in the original language Vakhitov G.Z, Enikeeva Z.A, Enikeeva S.K., Algorithm for the Formation of a Training Set for a Neural Network on the Recognition of Chart Patterns//Proceedings of 2018 IEEE East-West Design and Test Symposium, EWDTS 2018. pp. 1-5, Art. № 8524747. doi: 10.1109/EWDTS.2018.8524747.
    Annotation The article gives an example of an algorithm for forming a training set for a neural network, predicting time series in the stock market through the recognition of one of the classic reversal chart pattern. The forecast is formed by an ensemble of neural networks. Each of the networks of the ensemble is trained on its own training set, created on the basis of the influence of a certain factor. At the same time, the entire total sample was formed according to the analytical description of the chart pattern used by traders.
    Keywords Training, Neural networks, Market research, Time series analysis, Stock markets, Instruments, Resistance
    The name of the journal Proceedings of 2018 IEEE East-West Design and Test Symposium, EWDTS 2018
    URL https://www.scopus.com/inward/record.uri?eid=2-s2.0-85057993184&doi=10.1109%2fEWDTS.2018.8524747&partnerID=40&md5=38bf24f2712fbd94b9894384bb42f7ab
    Please use this ID to quote from or refer to the card https://repository.kpfu.ru/eng/?p_id=240332&p_lang=2

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