A Deep Neural-Network Based Stock Trading System Based on Evolutionary Optimized Technical Analysis Parameters
| dc.contributor.author | Ozbayoglu, Murat | |
| dc.contributor.author | Dogdu, Erdogan | |
| dc.contributor.author | Sezer, Omer Berat | |
| dc.date.accessioned | 2019-12-18T12:03:30Z | |
| dc.date.accessioned | 2025-09-18T12:09:26Z | |
| dc.date.available | 2019-12-18T12:03:30Z | |
| dc.date.available | 2025-09-18T12:09:26Z | |
| dc.date.issued | 2017 | |
| dc.description | Ozbayoglu, Murat/0000-0001-7998-5735; Dogdu, Erdogan/0000-0001-5987-0164 | en_US |
| 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. | en_US |
| dc.description.sponsorship | TUBITAK (The Scientific and Technological Research Council of Turkey) [215E248] | en_US |
| dc.description.sponsorship | This paper is funded by TUBITAK (The Scientific and Technological Research Council of Turkey) through project grant no. 215E248. | en_US |
| 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. | en_US |
| dc.identifier.doi | 10.1016/j.procs.2017.09.031 | |
| dc.identifier.issn | 1877-0509 | |
| dc.identifier.scopus | 2-s2.0-85039995536 | |
| dc.identifier.uri | https://doi.org/10.1016/j.procs.2017.09.031 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12416/11417 | |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier Science Bv | en_US |
| dc.relation.ispartof | Complex Adaptive Systems Conference on Engineering Cyber Physical Systems (CAS) -- OCT 30-NOV 01, 2017 -- Chicago, IL | en_US |
| dc.relation.ispartofseries | Procedia Computer Science | |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject | Stock Trading | en_US |
| dc.subject | Stock Market | en_US |
| dc.subject | Deep Neural-Network | en_US |
| dc.subject | Evolutionary Algorithms | en_US |
| dc.subject | Technical Analysis | en_US |
| dc.title | A Deep Neural-Network Based Stock Trading System Based on Evolutionary Optimized Technical Analysis Parameters | en_US |
| dc.title | A Deep Neural-Network Based Stock Trading System Based on Evolutionary Optimized Technical Analysis Parameters | tr_TR |
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| gdc.author.id | Ozbayoglu, Murat/0000-0001-7998-5735 | |
| gdc.author.id | Dogdu, Erdogan/0000-0001-5987-0164 | |
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| gdc.description.department | Çankaya University | en_US |
| gdc.description.departmenttemp | [Sezer, Omer Berat; Ozbayoglu, Murat] TOBB Univ Econ & Technol, Dept Comp Engn, TR-06560 Ankara, Turkey; [Dogdu, Erdogan] Cankaya Univ, Dept Comp Engn, TR-06790 Ankara, Turkey; [Sezer, Omer Berat] TUBITAK Space Technol Res Inst, TR-06531 Ankara, Turkey | en_US |
| gdc.description.endpage | 480 | en_US |
| gdc.description.publicationcategory | Konferans Öğesi - Uluslararası - Kurum Öğretim Elemanı | en_US |
| gdc.description.scopusquality | Q2 | |
| gdc.description.startpage | 473 | en_US |
| gdc.description.volume | 114 | en_US |
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| gdc.oaire.keywords | Deep Neural-Network | |
| gdc.oaire.keywords | Evolutionary Algorithms | |
| gdc.oaire.keywords | Technical Analysis | |
| gdc.oaire.keywords | Stock Trading | |
| gdc.oaire.keywords | Stock Market | |
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| gdc.virtual.author | Doğdu, Erdoğan | |
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