DoctorateOpen Access

Modeli̇ng of tradi̇ng deci̇si̇on support system wi̇th deep learni̇ng based object recogni̇ti̇on algori̇thms

2021
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Advisor: Doç. Dr. Serdar Biroğul ; Doç. Dr. Utku Köse

Abstract (EN)

The fundamental purpose of every investor making investments in financial fields, is to make profit by buying an investment instrument at a low price and selling the same at a higher price. In this study, within the framework of the aforementioned standpoint, an effective "Trading" decision support model was designed, which can be used for stock market analyses, parity analyses, index analyses, and for the stock analyses of other stock exchanges, briefly for all investment instruments for which candlestick charts are created. This object detection-based model design is an innovative model approach designed with a two-way different perspective, both financial and scientific. The study incorporated the use of 2D candlestick charts of the BIST stocks. The charts were labelled in two separate data sets. Initially, 10,000 pieces of data were labelled on 550 2D candlestick charts, which were trained with YoloV3 Data Group-1 (DG-1). Subsequently, the data set was increased to 20,000 pieces. Out of this set of 20,000 labelled data prepared, 10,000 labelled data were picked randomly. The newly-created set of 10,000 labelled data was named VG-2, which was trained with the YoloV3, YoloV4, Faster R-CNN, SDD algorithms. An assessment was made regarding the performance results obtained following the trainings implemented for these four chosen algorithms. For the aforementioned assessment, three different scenarios were created, and out of all these scenarios, the YoloV3 DG-2 algorithm, which was trained with an improved data set, was observed to be most successful one. As a result of the comparative test scenarios, the YoloV3 DG-2 model achieved a pattern recognition success of 98%. On the other hand, it was also observed to have achieved a prediction success of 100%, while bringing in a return by 89.94%, regarding the object class detected. In addition, no additional parameters were used in this observed gain success. Consequently, the YoloV3 DG-2, determined as the final model, could be implemented as a decision support model for all investment instruments for which a candlestick chart can be created.

Author

Günay Temür

How to Cite

Günay Temür (Doctorate thesis). Modeli̇ng of tradi̇ng deci̇si̇on support system wi̇th deep learni̇ng based object recogni̇ti̇on algori̇thms, 2021, Düzce University.

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