Financial Vision Based Reinforcement Learning Trading Strategy
Tsai, Yun-Cheng, Szu, Fu-Min, Chen, Jun-Hao, Chen, Samuel Yen-Chi
–arXiv.org Artificial Intelligence
Suppose investors want to directly predict the future transaction price or ups and downs. In that case, the fatal assumption is that the training data set is consistent with the data distribution that has not occurred in the future. However, the natural world will not let us know whether the subsequent data distribution will change. Because of this, even if researchers add a moving window to the training process, it is inevitable that "machine learning obstacles-prediction delay" will occur. Our method can avoid "machine learning obstacles-prediction delay", We also propose auto trading by deep reinforcement learning. Our new article has the following contributions: 1. Our first contribution is not to make future predictions but to focus on the current "candlesticks pattern detection", such as Engulfing Pattern, Morning Star,.... 2. Our second contribution focuses on detecting trading entry and exit signals combined with related investment strategies.
arXiv.org Artificial Intelligence
Feb-2-2022
- Country:
- Asia
- Europe (0.04)
- North America > United States
- Texas > Montgomery County > Conroe (0.04)
- Genre:
- Research Report (1.00)
- Industry:
- Banking & Finance > Trading (1.00)
- Technology: