Cryptosentiment: A Dataset and Baseline for Sentiment-Aware Deep Reinforcement Learning for Financial Trading.
Loukia AvramelouParaskevi NousiNikolaos PassalisStavros DoropoulosAnastasios TefasPublished in: ICASSP Workshops (2023)
Keyphrases
- reinforcement learning
- financial markets
- trading systems
- sentiment analysis
- financial information
- foreign exchange
- risk management
- learning algorithm
- trading strategies
- benchmark datasets
- stock market
- decision making
- function approximation
- stock data
- sentiment classification
- opinion mining
- reinforcement learning algorithms
- financial news
- electronic commerce
- model free
- temporal difference
- dow jones
- portfolio optimization
- database
- positive or negative
- fraud detection
- training dataset
- stock price
- markov decision processes
- text classification
- feature set
- state space
- social networks