arXiv:2501.12239cs.CV2025-01被引 7

用卷积网络从蜡烛图预测市场强度,发现形态模式无提升作用

Investigating Market Strength Prediction with CNNs on Candlestick Chart Images

  • 仅用蜡烛图图像训练CNN,不依赖时间序列数据
  • 最高准确率约0.7,低于复杂时序模型表现
  • 证实纯视觉信号难以提取足够预测信息,适合量化研究者参考

本文研究仅基于蜡烛图图像预测市场强度,以辅助投资决策。核心问题是构建一种不依赖时间序列数据的计算机视觉模型,直接使用原始蜡烛图视觉信息。我们特别分析了利用YOLOv8检测蜡烛图形态对模型的影响。研究采用两种方法:纯卷积神经网络(CNN)处理图表图像,以及一种检测形态的分解器架构。实验覆盖股票、加密货币和外汇等多种金融数据集。关键发现表明,在本研究中,加入蜡烛图形态并未提升模型性能,优于仅使用图像数据。最高准确率约为0.7,低于更复杂的时序模型。结果揭示了仅从视觉形状中提取足够预测能力的挑战,提示应结合其他数据模态。本研究阐明了纯图像模型在交易中的潜在价值,同时确认形态信息在该设定下贡献有限。

原文摘要 · Abstract (English)

This paper investigates predicting market strength solely from candlestick chart images to assist investment decisions. The core research problem is developing an effective computer vision-based model using raw candlestick visuals without time-series data. We specifically analyze the impact of incorporating candlestick patterns that were detected by YOLOv8. The study implements two approaches: pure CNN on chart images and a Decomposer architecture detecting patterns. Experiments utilize diverse financial datasets spanning stocks, cryptocurrencies, and forex assets. Key findings demonstrate candlestick patterns do not improve model performance over only image data in our research. The significance is illuminating limitations in candlestick image signals. Performance peaked at approximately 0.7 accuracy, below more complex time-series models. Outcomes reveal challenges in distilling sufficient predictive power from visual shapes alone, motivating the incorporation of other data modalities. This research clarifies how purely image-based models can inform trading while confirming patterns add little value over raw charts. Our content is endeavored to be delineated into distinct sections, each autonomously furnishing a unique contribution while maintaining cohesive linkage. Note that, the examples discussed herein are not limited to the scope, applicability, or knowledge outlined in the paper.

图像预测量化交易视觉建模

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