A New Framework of Quantitative analysis Based on WGAN
This paper follows the logic of financial investment strategies based on WGAN, one of AI algorithms. The trend prediction module and the distribution characteristics of price time series are on the basis of the WGAN. Multiple factors extraction and analysis are on the basis of natural language proce...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2023-01-01
|
| Series: | SHS Web of Conferences |
| Online Access: | https://www.shs-conferences.org/articles/shsconf/pdf/2023/14/shsconf_cike2023_01018.pdf |
| Summary: | This paper follows the logic of financial investment strategies based on WGAN, one of AI algorithms. The trend prediction module and the distribution characteristics of price time series are on the basis of the WGAN. Multiple factors extraction and analysis are on the basis of natural language processing technology. Buy-sell decision module is based on DQN algorithm which is one of reinforcement learning algorithms. And a designed risk control network is used as a protector for capital of investors. A multiple feature combination is proposed to describe the stock market. In the end, four Sector ETFs were selected to make simulation experiments. |
|---|---|
| ISSN: | 2261-2424 |