AlphaSeek FinRL: A Hybrid Deep Learning Architecture for High-Frequency Cryptocurrency Trading
This paper presents a novel approach to cryptocurrency trading by introducing a hybrid deep learning architecture that combines state-of-the-art sequence modeling techniques with reinforcement learning. Our model integrates Mamba State Space Models (SSM), Temporal Convolution Networks (TCN), and multi-head attention mechanisms to capture complex temporal dependencies in market data, while leveraging Deep Q-Network variants for optimal decision making. We implement a sophisticated signal processing pipeline with adaptive smoothing and feature fusion mechanisms, followed by a reinforcement learning framework for trading strategy optimization. The proposed architecture demonstrates superior performance in capturing market dynamics and generating robust trading signals, as validated through comprehensive backtesting on high-frequency cryptocurrency data.
Authors
- Jun-Chi Liu
- Zhiqiang Jiang (ORCID: https://orcid.org/0009-0000-3890-7220)
- Jun-Chao Ma (ORCID: https://orcid.org/0000-0001-6136-5650)
Institutions
- East China University of Science and Technology (CN)
Publication Details
- Published
- 2025-05-09
- DOI
- https://doi.org/10.1109/ids66066.2025.00018
- Citations
- 2
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- article
- Field-Weighted Citation Impact
- 4.42