Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Is Image Encoding Beneficial for Deep Learning in Finance? An Analysis
  of Image Encoding Methods for the Application of Convolutional Neural
  Networks in Finance   In 2012, SEC mandated all corporate filings for any company doing business in
US be entered into the Electronic Data Gathering, Analysis, and Retrieval
(EDGAR) system. In this work we are investigating ways to analyze the data
available through EDGAR database. This may serve portfolio managers (pension
funds, mutual funds, insurance, hedge funds) to get automated insights into
companies they invest in, to better manage their portfolios. The analysis is
based on Artificial Neural Networks applied to the data.} In particular, one of
the most popular machine learning methods, the Convolutional Neural Network
(CNN) architecture, originally developed to interpret and classify images, is
now being used to interpret financial data. This work investigates the best way
to input data collected from the SEC filings into a CNN architecture. We
incorporate accounting principles and mathematical methods into the design of
three image encoding methods. Specifically, two methods are derived from
accounting principles (Sequential Arrangement, Category Chunk Arrangement) and
one is using a purely mathematical technique (Hilbert Vector Arrangement). In
this work we analyze fundamental financial data as well as financial ratio data
and study companies from the financial, healthcare and IT sectors in the United
States. We find that using imaging techniques to input data for CNN works
better for financial ratio data but is not significantly better than simply
using the 1D input directly for fundamental data. We do not find the Hilbert
Vector Arrangement technique to be significantly better than other imaging
techniques.

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The categories of this paper are: physics
0
The categories of this paper are: hep-ph
20
The categories of this paper are: acc-phys
28
The categories of this paper are: alg-geom
5
The categories of this paper are: gr-qc
6
The categories of this paper are: astro-ph
37
The categories of this paper are: supr-con
13
The categories of this paper are: quant-ph
33
The categories of this paper are: plasm-ph
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The categories of this paper are: q-bio
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The categories of this paper are: patt-sol
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The categories of this paper are: bayes-an
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The categories of this paper are: dg-ga
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The categories of this paper are: eess
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The categories of this paper are: comp-gas
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The categories of this paper are: hep-lat