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Algorithmic Trading Using Double Deep Q-Networks and Sentiment Analysis

In this work, we explore the application of deep reinforcement learning (DRL) to algorithmic trading. While algorithmic trading is focused on using computer algorithms to automate a predefined trading strategy, in this work, we train a Double Deep Q-Network (DDQN) agent to learn its own optimal trad...

Celý popis

Uloženo v:
Hlavní autoři: Leon Tabaro, Jean Marie Vianney Kinani, Alberto Jorge Rosales-Silva, Julio César Salgado-Ramírez, Dante Mújica-Vargas, Ponciano Jorge Escamilla-Ambrosio, Eduardo Ramos-Díaz
Médium: Artigo
Jazyk:Inglês
Vydáno: MDPI AG 2024-08-01
Edice:Information
Témata:
deepreinforcement learning
automated trading systems
Q-learning
double deep Q-networks
sentiment analysis
stock market prediction
On-line přístup:https://www.mdpi.com/2078-2489/15/8/473
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