# Stock Trend Prediction: A Semantic Segmentation Approach

arXiv: https://arxiv.org/abs/2303.09323 · HTML: https://mlsanity.com/paper/2303.09323/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 22 of its 54 references that are in the map.
- First posted on arXiv 9 Mar 2023.

## Builds on (most cited first, 22 of 22)

- [U-Net: Convolutional Networks for Biomedical Image Segmentation](https://mlsanity.com/paper/1505.04597/) (2015)
- [Very Deep Convolutional Networks for Large-Scale Image Recognition](https://mlsanity.com/paper/1409.1556/) (2014)
- [Feature Pyramid Networks for Object Detection](https://mlsanity.com/paper/1612.03144/) (2016)
- [Fully Convolutional Networks for Semantic Segmentation](https://mlsanity.com/paper/1411.4038/) (2014)
- [Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation](https://mlsanity.com/paper/1406.1078/) (2014)
- [DeepLab: Semantic Image Segmentation with Deep Convolutional Nets, Atrous Convolution, and Fully Connected CRFs](https://mlsanity.com/paper/1606.00915/) (2016)
- [Encoder-Decoder with Atrous Separable Convolution for Semantic Image Segmentation](https://mlsanity.com/paper/1802.02611/) (2018)
- [Pyramid Scene Parsing Network](https://mlsanity.com/paper/1612.01105/) (2016)
- [Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling](https://mlsanity.com/paper/1412.3555/) (2014)
- [Xception: Deep Learning with Depthwise Separable Convolutions](https://mlsanity.com/paper/1610.02357/) (2016)
- [Rethinking Atrous Convolution for Semantic Image Segmentation](https://mlsanity.com/paper/1706.05587/) (2017)
- [SegNet: A Deep Convolutional Encoder-Decoder Architecture for Image Segmentation](https://mlsanity.com/paper/1511.00561/) (2015)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Deep High-Resolution Representation Learning for Human Pose Estimation](https://mlsanity.com/paper/1902.09212/) (2019)
- [Spatial Pyramid Pooling in Deep Convolutional Networks for Visual Recognition](https://mlsanity.com/paper/1406.4729/) (2014)
- [Learning Deconvolution Network for Semantic Segmentation](https://mlsanity.com/paper/1505.04366/) (2015)
- [Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019](https://mlsanity.com/paper/1911.13288/) (2019)
- [Applications of deep learning in stock market prediction: recent progress](https://mlsanity.com/paper/2003.01859/) (2020)
- [A Fully Convolutional Neural Network for Speech Enhancement](https://mlsanity.com/paper/1609.07132/) (2016)
- [A Time Series Analysis-Based Stock Price Prediction Using Machine Learning and Deep Learning Models](https://mlsanity.com/paper/2004.11697/) (2020)
- [Using Deep Learning Neural Networks and Candlestick Chart Representation to Predict Stock Market](https://mlsanity.com/paper/1903.12258/) (2019)
- [CNN Is All You Need](https://mlsanity.com/paper/1712.09662/) (2017)

## Abstract (arXiv)

Market financial forecasting is a trending area in deep learning. Deep learning models are capable of tackling the classic challenges in stock market data, such as its extremely complicated dynamics as well as long-term temporal correlation. To capture the temporal relationship among these time series, recurrent neural networks are employed. However, it is difficult for recurrent models to learn to keep track of long-term information. Convolutional Neural Networks have been utilized to better capture the dynamics and extract features for both short- and long-term forecasting. However, semantic segmentation and its well-designed fully convolutional networks have never been studied for time-series dense classification. We present a novel approach to predict long-term daily stock price change trends with fully 2D-convolutional encoder-decoders. We generate input frames with daily prices for a time-frame of T days. The aim is to predict future trends by pixel-wise classification of the current price frame. We propose a hierarchical CNN structure to encode multiple price frames to multiscale latent representation in parallel using Atrous Spatial Pyramid Pooling blocks and take that temporal coarse feature stacks into account in the decoding stages. Our hierarchical structure of CNNs makes it capable of capturing both long and short-term temporal relationships effectively. The effect of increasing the input time horizon via incrementing parallel encoders has been studied with interesting and substantial changes in the output segmentation masks. We achieve overall accuracy and AUC of %78.18 and 0.88 for joint trend prediction over the next 20 days, surpassing other semantic segmentation approaches. We compared our proposed model with several deep models specifically designed for technical analysis and found that for different output horizons, our proposed models outperformed other models.