Sentiment and Knowledge Based Algorithmic Trading with Deep Reinforcement Learning.
Abhishek NanAnandh PerumalOsmar R. ZaïanePublished in: CoRR (2020)
Keyphrases
- reinforcement learning
- sentiment analysis
- function approximation
- temporal abstractions
- state space
- reinforcement learning algorithms
- sentiment classification
- opinion mining
- foreign exchange
- electronic commerce
- expert systems
- optimal policy
- markov decision processes
- positive and negative
- model free
- machine learning
- action selection
- temporal difference learning
- sentence level
- positive or negative
- deep learning
- policy search
- user comments
- electronic markets
- markov decision process
- trading strategies
- temporal difference
- dynamic programming
- information retrieval and extraction