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researcher

O. Sezer

4 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • last author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • cs.LG2
  • cs.CE1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

activity
20172020
most citedAn Artificial Neural Network-based Stock Trading System Using Technical Analysis and Big Data Framework

45 citations · 58 across the 3 of their papers we have counts for

collaborators
Showing cs.LGShow all

2 papers · 1 filter

cs.LG2019★ 2 cited

Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019

Omer Berat Sezer, Mehmet Ugur Gudelek, Ahmet Murat Ozbayoglu

Financial time series forecasting is, without a doubt, the top choice of computational intelligence for finance researchers from both academia and financial industry due to its bro…

cs.LG2019★ 11 cited

Financial Trading Model with Stock Bar Chart Image Time Series with Deep Convolutional Neural Networks

Omer Berat Sezer, Ahmet Murat Ozbayoglu

Even though computational intelligence techniques have been extensively utilized in financial trading systems, almost all developed models use the time series data for price predic…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.