Convolutional Neural Network(CNN/ConvNet) in Stock Price Movement Prediction

Bhardwaj, Kunal

arXiv.org Artificial Intelligence 

I have constructed a convolutional neural network for 1-D time series data of past stock prices and then checked its performance on testing data. I have used the past stock prices of NIFTY 50 to train and test my network. For my dataset, I have chosen the period from April 2013 to September 2016 for the minute wise data of stock prices and then divided this dataset into training and testing sets accordingly. After obtaining the final results on testing data, I have evaluated precision, accuracy, recall and F1 score: evaluation metrics, to get the efficacy of my model. Now, before getting started with the procedure of constructing my model, I would like to give an overview of functioning of neural networks and convolutional neural networks so that it would be helpful for readers to relate the terms. Let's start with Neural Networks first: - Neural Network:A neural network(or more precisely an artificial neural network) is a network of interconnected layers consisting nodes 1

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