Human Visual Characteristics Inspired Candlesticks Analysis Model And Its Application

Traders’ analysis of financial products relies heavily on temporal data,and they process financial temporal data in their brains based on images rather than algebra.In the face of stimuli,the human visual attention system will focus on the most informative area,and then integrate partial information together to understand the whole scene,by which researchers in the field of computer vision have developed many algorithms.To collect visual information,eye-tracking technology is often used to record where,how and in what order the eyes move.In this study,the Shanghai Composite Index is used to make the candlestick dataset,while eye tracking technology is used to collect the eye movement of professional and non-professional stock traders.After collection of the eye movement data,the difference between professional and non-professional traders’ eye movement patterns is analyzed.Furthermore,we use the simple candlestick dataset,consisting of candlestick and trading volume,and the corresponding saliency dataset to construct the simple candlestick with trade volume saliency prediction model,and at the same time,the human visual enlightening field model is introduced.The metrics of prediction results,AUC,CC,NSS and SSIM,reach 96.70%,83.30%,2.853 and 86.47%respectively.The candlesticks with trading volume chart used in real analysis contain more elements,such as,four moving averages in candlestick section,and two moving average volume lines in trading volume section.Then the simple candlestick dataset is upgraded to the real candlestick dataset,which is similar to the real scenario.Similarly,we establish the real candlestick saliency prediction model,the AUC,CC,NSS and SIM of which reach 87.07%,81.28%,2.073 and 67.08% respectively.Meanwhile,the candlestick with trading volume viewing guidance system is developed,based on the real candlestick saliency prediction model and front-end development techniques.In conclusion,the models established in this study can clarify the most informative area in a candlestick with trading volume,and can potentially guide people to watch and use the candlestick more efficiently.Besides,institutions in the financial field can also use this model to evaluate the profession of stock traders.