Discussion of article "Neural networks made easy (Part 3): Convolutional networks"


New article Neural networks made easy (Part 3): Convolutional networks has been published:

As a continuation of the neural network topic, I propose considering convolutional neural networks. This type of neural network are usually applied to analyzing visual imagery. In this article, we will consider the application of these networks in the financial markets.

Testing was performed using the EURUSD pair with the H1 timeframe. Two Expert Advisors, one with a convolutional neural network and the other one with fully connected network, were launched simultaneously on different charts of the same symbol, in the same terminal. The parameters of the fully connected layers of the convolutional neural network match the parameters of the fully connected network of the second Expert Advisor, i. e. we have simply added convolutional and subsampled layers to a previously created network.

Visually, you can see that signals appear less frequently on the convolutional neural network chart, but they are closer to the target.

Convolutional neural network testing.

Fully connected neural network testing

Author: Dmitriy Gizlyk