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Yayın Supervised decision making in forex investment using ML and DL classification methods(Işık Üniversitesi, 2023-07-20) Jiroudi, Abdullah; Eskil, Mustata Taner; Işık Üniversitesi, Lisansüstü Eğitim Enstitüsü, Bilgisayar Mühendisliği Yüksek Lisans Programı; Işık University, School of Graduate Studies, Master’s Program in Computer EngineeringThe suggested trading system offers an approach that takes into account the complexity and high trading volume of the foreign exchange (FX0) market. Its main objective is to address the challenges faced by traders in the GBP/JPY currency pair and assist them in making quick decisions. To achieve this, machine learning and deep learning techniques are integrated to propose a trading algorithm. The proposed algorithm works by combining data from different time intervals. The Long Short-Term Memory (LSTM) model is used to predict indicator values, while the XGBoost classifier is employed to determine trading decisions. This method aims to adapt to rapidly changing patterns in the forex market and enables the detection of subtle changes in price dynamics through a sliding window training approach. Experiments conducted have shown promising results for the suggested trading system. Positive outcomes have been obtained in terms of capital growth and prediction accuracy. However, since this method is highly risky and requires further development in terms of risk management, the inclusion of risk management techniques and algorithm optimization is targeted. This study contributes to the improvement of trading strategies while bridging the gap between researchers and traders. It also demonstrates the potential of machine learning and deep learning techniques to enhance decision-making processes in financial markets. This trading system offers traders a range of advantages. The utilization of machine learning and deep learning techniques enables rapid analysis of large amounts of data and decision-making capabilities. Additionally, by combining data from different time intervals, it becomes possible to evaluate long-term trends and short-term fluctuations more effectively. In conclusion, the suggested trading system empowers traders to be competitive in the forex market and achieve better outcomes. Furthermore, it contributes to the increased utilization of machine learning and deep learning techniques in financial markets and encourages further research in the field.
