Stock market prediction using deep reinforcement learning
The stock market exhibits complex, volatile behavior influenced by a multitude of factors ranging from economic indicators to investor sentiments. Accurate prediction remains a significant challenge. In this project, we propose an advanced framework leveraging Deep Reinforcement Learning (DRL), specifically the Deep Deterministic Policy Gradient (DDPG) algorithm, to model intelligent trading strategies. The system incorporates real-time financial data, sentiment analysis of market news using VADER, and a continuous retraining pipeline to adapt to changing market conditions. Our experimental results demonstrate notable improvement in prediction accuracy and investment returns compared to traditional machine learning approaches.
Institutions
- Vels University (IN)
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2025-05-02
- DOI
- https://doi.org/10.5281/zenodo.15575173
- Primary Topic
- Stock Market Forecasting Methods
- Type
- article
- Field-Weighted Citation Impact
- 0.00