Stock Market Trading Based on Market Sentiments and Reinforcement Learning

被引：6

作者：

Suhail, K. M. Ameen ^{[1
]}

Sankar, Syam ^{[1
]}

Kumar, Ashok S. ^{[2
]}

Nestor, Tsafack ^{[3
]}

Soliman, Naglaa F. ^{[4
]}

Algarni, Abeer D. ^{[4
]}

El-Shafai, Walid ^{[5
]}

Abd El-Samie, Fathi E. ^{[4
,5
]}

机构：

[1] NSS Coll Engn, Dept Comp Sci & Engn, Palakkad 678008, Kerala, India

[2] NSS Coll Engn, Dept Elect & Commun Engn, Palakkad 678008, Kerala, India

[3] Univ Dschang, Dept Phys, Unite Rech Matiere Condensee Elect & Traitement S, POB 67, Dschang, Cameroon

[4] Princess Nourah Bint Abdulrahman Univ, Coll Comp & Informat Sci, Dept Informat Technol, Riyadh 84428, Saudi Arabia

[5] Menoufia Univ, Fac Elect Engn, Dept Elect & Elect Commun, Menoufia 32952, Egypt

来源：

CMC-COMPUTERS MATERIALS & CONTINUA | 2022年 / 70卷 / 01期

关键词：

Deep learning; machine learning; daily market news reinforcement learning; stock market;

D O I：

10.32604/cmc.2022.017069

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Stock market is a place, where shares of different companies are traded. It is a collection of buyers' and sellers' stocks. In this digital era, analysis and prediction in the stock market have gained an essential role in shaping today's economy. Stock market analysis can be either fundamental or technical. Technical analysis can be performed either with technical indicators or through machine learning techniques. In this paper, we report a system that uses a Reinforcement Learning (RL) network and market sentiments to make decisions about stock market trading. The system uses sentiment analysis on daily market news to spot trends in stock prices. The sentiment analysis module generates a unified score as a measure of the daily news about sentiments. This score is then fed into the RL module as one of its inputs. The RL section gives decisions in the form of three actions: buy, sell, or hold. The objective is to maximize long-term future profits. We have used stock data of Apple from 2006 to 2016 to interpret how sentiments affect trading. The stock price of any company rises, when significant positive news become available in the public domain. Our results reveal the influence of market sentiments on forecasting of stock prices.

引用

页码：935 / 950

页数：16