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.

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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
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article

AlphaSeek FinRL: A Hybrid Deep Learning Architecture for High-Frequency Cryptocurrency Trading

Jun-Chi Liu, Zhiqiang Jiang, Jun-Chao Ma
2 citations
Financial Markets and Investment Strategies
4.42
article

AlphaSeek FinRL: A Hybrid Deep Learning Architecture for High-Frequency Cryptocurrency Trading

Jun-Chi Liu, Zhiqiang Jiang, Jun-Chao Ma
article en
2 citations

Abstract

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.

East China University of Science and Technology (CN)
Openalex Percentile: Top 6%
Financial Markets and Investment Strategies
4.42
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