Reinforcement Learning for Stock Price Trading with Keywords in Google Trends

S. D. You, Po-Yuan Hsiao, Shengzhe Tsai
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Abstract

In this paper, we apply the Proximal Policy optimization (PPO) algorithm to train an agent for automated stock trading. In additional to the conventional trading indicators, we also add the strength of keywords obtained from the Google Trends for training the agent. We conduct two experiments to test the effectiveness of adding keywords. The first experiment uses general keywords, such as inflation. The second experiment uses stock-specific keywords, such as AAPL for trading apple stock. The experimental results confirm that the proposed approach can improve trading performance.
基于Google趋势关键词的股票价格交易强化学习
在本文中,我们应用最邻近策略优化(PPO)算法来训练一个自动股票交易代理。除了传统的交易指标外,我们还加入了从Google趋势中获得的关键词强度来训练代理。我们通过两个实验来测试添加关键词的有效性。第一个实验使用了通用关键词,比如通货膨胀。第二个实验使用特定于股票的关键词,比如用AAPL来交易苹果股票。实验结果表明,该方法可以提高交易性能。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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