A Reinforcement Learning Method for Stock Market Prediction

机译：股票市场预测的强化学习方法

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Stock price changes are made by continuous interactions between investors and stock market that is a much complicated and nonstationary environment. This paper proposes a method of applying reinforcement learning, suitable for modeling and learning various kinds of interactions in real situations, to the problem of stock market prediction. TD(0), a reinforcement learning algorithm which learns only from experiences, is adopted and function approximation by artificial neural network is performed to learn the values of states each of which corresponds to a stock price trend at a given time. An experimental result based on the Korean stock market is presented to evaluate the performance of the proposed method.

机译：股票价格的变化是由投资者和股市之间持续不断的相互作用而造成的，这是一个非常复杂且不稳定的环境。本文提出了一种将强化学习应用于股票市场预测问题的方法，该方法适用于建模和学习实际情况下的各种交互。采用仅从经验中学习的强化学习算法TD（0），并通过人工神经网络进行函数逼近，以学习每个状态在特定时间对应于股价趋势的状态值。提出了基于韩国股票市场的实验结果，以评估该方法的性能。

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《International Conference on Artificial Intelligence IC-AI'2000 Vol.3, Jun 26-29, 2000, Las Vegas, Nevada, USA》|2000年|p.1153-1158|共6页
会议地点 Las Vegas NV(US);Las Vegas NV(US)
作者
Jae Won Lee;
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作者单位

School of Computer Science and Engineering Sungshin Woman's University Seoul, 136-742, South Korea;

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会议组织
原文格式 PDF
正文语种 eng
中图分类自动化技术、计算机技术;
关键词
reinforcement learning; temporal-difference algorithm; stock market prediction;

机译：强化学习；时间差算法；股市预测;

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2. A SYSTEMATIC REVIEW ON THE RELATIONSHIP BETWEEN STOCK MARKET PREDICTION MODEL USING SENTIMENT ANALYSIS ON TWITTER BASED ON MACHINE LEARNING METHOD AND FEATURES SELECTION [J] . GHAITH ABDULSATTAR A.JABBAR ALKUBAISI, SITI SAKIRA KAMARUDDIN, HUSNIZA HUSNI Journal of Theoretical and Applied Information Technology . 2017,第24期

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3. An integrated framework of deep learning and knowledge graph for prediction of stock price trend: An application in Chinese stock exchange market [J] . Applied Soft Computing . 2020,第期

机译：深度学习与知识图综合框架，用于预测股价趋势：中国证券交易所市场的应用
4. A Reinforcement Learning Method for Stock Market Prediction [C] . Jae Won Lee International conference on artificial intelligence . 2000

机译：股市预测的加固学习方法
5. Stock market prediction using reinforcement learning. [D] . Rawat, Sumit. 2005

机译：使用强化学习进行股市预测。
6. Predictability of machine learning techniques to forecast the trends of market index prices: Hypothesis testing for the Korean stock markets [O] . Sujin Pyo, Jaewook Lee, Mincheol Cha, 2011

机译：机器学习技术可预测市场指数价格趋势的可预测性：韩国股票市场的假设检验
7. Deep learning networks for stock market analysis and prediction : methodology, data representations, and case studies. [O] . Chong, E., Han, C., Park, F.C. 2017

机译：用于股票市场分析和预测的深度学习网络：方法，数据表示和案例研究。

A Reinforcement Learning Method for Stock Market Prediction

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