Intelligent trading systems: a sentiment-aware reinforcement learning approach.
Francisco Caio Lima PaivaLeonardo Kanashiro FelizardoReinaldo Augusto da Costa BianchiAnna Helena Reali CostaPublished in: ICAIF (2021)
Keyphrases
- trading systems
- reinforcement learning
- technical indicators
- sentiment analysis
- function approximation
- learning capabilities
- trading strategies
- state space
- stock market
- financial forecasting
- sentiment classification
- opinion mining
- intelligent systems
- databases
- financial markets
- generative model
- optimal policy
- model free
- product reviews
- test bed
- risk management
- markov decision processes
- semi supervised learning
- association rules
- multi agent
- machine learning