Explainable Deep Convolutional Candlestick Learner

Candlesticks are graphical representations of price movements for a given period. The traders can discovery the trend of the asset by looking at the candlestick patterns. Although deep convolutional neural networks have achieved great success for recognizing the candlestick patterns, their reasoning hides inside a black box. The traders cannot make sure what the model has learned. In this contribution, we provide a framework which is to explain the reasoning of the learned model determining the specific candlestick patterns of time series. Based on the local search adversarial attacks, we show that the learned model perceives the pattern of the candlesticks in a way similar to the human trader.

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References (13)

04In 2017 IEEE Conference on Computer Vision and Pattern Recognition Workshops (CVPRW)2017 · pages 1310–1318, July
05Lenet-5, convolutional neural networks. URL: http://yann2015 · lecun. com/exdb/lenet, page 20,
07Lowest price
08Inverted Hammer looks like an upside down version of the hammer candlestick pattern, and when it appears in an uptrend is called a shooting star
09Bullish Engulfing forms when a small black candlestick is followed the next candle by a large white candlestick, the body of which completely overlaps or engulfs the body of the previous candlestick
10Bearish Engulfing consists of an up white candlestick followed by a large down black candlestick that eclipses or ”engulfs” the smaller up candle
11Closing price: The last price that occurs during the period
12Hammer occurs forms a hammer-shaped candlestick, in which the lower shadow is at least twice the size of the real bodyfor the period

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