On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,738 papers · 148 categories

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2 results for “ARBR”

Improved Method of Stock Trading under Reinforcement Learning Based on DRQN and Sentiment Indicators ARBRq-fin.ST

Improved DRQN-ARBR model for better stock trading performance.

problem Irrational investor behavior impacts stock market efficiency.

method DRQN-ARBR model with LSTM layer and ARBR sentiment indicators.

result Significantly improved stock trading performance.

DRQN ARBR Reinforcement Learning Stock Trading Sentiment Analysis

2021-11-19abs ↗pdf ↗

An Improved Reinforcement Learning Model Based on Sentiment Analysisq-fin.ST

Improved stock trading model using sentiment analysis and machine learning.

problem Enhancing reinforcement learning models for high-frequency stock trading.

method Combining deep Q network with ARBR sentiment indicator, applying PCA and LSTM, incorporating market sentiment.

result Significantly improved performance in stock trading, achieving a maximum annualized rate of return of 54.5%.

reinforcement learning sentiment analysis high-frequency trading stock market machine learning

2021-11-19abs ↗pdf ↗