본문으로 건너뛰기
AI NEWS JOURNAL
arXiv cs.AIAI NEWS / JOURNAL

액터-크리틱 기반 에이전트를 위한 재무적 맥락이 풍부한 전략: 주식 거래를 위한 딥 강화 학습 접근법

arXiv:2610.32237v1 발표 유형: 신규 초록: 현대 금융시장에서는 대규모 거래의 4분의 3 이상이, 전통적인 인간 트레이더들보다 높은 정밀도와 속도를 달성하기 위해 고급 거래 전략을 기반으로 한 알고리즘 트레이딩에 의해 실행된다. 가격 기반 지표에 중점을 두던 기존 전략들은 사회적 여론, 정치적 불안정성, 또는 갑작스러운 경제 변화와 같은 현실 세계의 사건들로 인해 발생하는 시장의 역동성을 포착하는 데에는 한계가 있다. 딥 강화학습(DRL)의 부상과 데이터 접근성의 향상에 따라, 이러한 외부 요인들을 거래 전략에 효과적으로 통합할 수 있는 보다 효율적인 알고리즘이 요구되고 있다. DRL은 DRL 에이전트가 자동으로…

번역 대기 중입니다. 완료되면 자동 업데이트됩니다.

Abstract:In modern financial markets, more than 3/4th of the large volume trade is executed by algorithmic trading based on advanced trading strategies to attain higher precision and speed than traditional human traders. The conventional strategies focused on price-based indicators are inadequate in capturing the market dynamism arising from real-world events such as social sentiments, political instability, or sudden economic shifts. With the rise of Deep Reinforcement Learning (DRL) and data availability, there is a requirement for more efficient algorithms that can incorporate these external factors in trading strategies. DRL has shown potential in simulating real-world scenarios and in simplifying complex decision-making since DRL agents can automate the trading process i.e. executing trades in a manner comparable to human traders. They have shown reliable performance since they can update their policies based on risk and quantitative factors. In this paper, we propose a DRL approach based on partial and deep-infusion of sentimental analysis. It features distinct policy designs of actor-critic-based agents: only policy optimization (A2C & PPO) and policy optimization along with Q-learning principles (DDPG, TD3 & SAC). Our findings reveal, that the agents based on policy optimization combined with Q-learning, significantly and consistently demonstrate improved performance upon sentiment deep-infusion in profit maximization as well as risk-averse trading.

Submission history

Access Paper:

View PDF

HTML (experimental)

TeX Source

Additional Features

Audio Summary

Current browse context:

References & Citations

Google Scholar

Semantic Scholar

Bookmark

Institution

arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.

Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.

Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.

자료 출처

arXiv cs.AI
← 전체 소식 이어 읽기