FXにおける日足・4時間・15分のチャートのCNNによる最適化

抄録

In recent years, many people attempt to apply machine learning to a broad range of fields. At the same time, thanks to improvements of the information technology, we can use the enormous number of the past financial data as a learning data . In this paper, we describe prediction results of the foreign exchange price. The prediction model was made by using Convolutional Neural Network(CNN). Then, we compare the results of the model which learned numeric data with the model which learned image data.