Investment Strategies Support Using Deep Learning: Towards Theoretical Framework

Abstract :

Investment decision-supporting computer systems operate mainly on the basis of technical analysis. Fundamental and behavioral analysis is also aided with computer tools but the integration of data remains at the discretion of the user since the market lacks a holistic system that automatically integrates the results of technical, fundamental, and behavioral analysis. The main aim of the paper is to develop conceptual framework of investment decision support system using cognitive technologies, including deep learning. The study of subject literature by authors has revealed lack of both papers with comprehensive presentation of methods to build an automated investment strategy building system, and lack of works about automated systems used in the Polish stock market. The main contribution is to develop the holistic approach based on integration by using collective intelligence methods. The article also fills the gap of using deep learning methods in the Polish stock market.