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: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2023-01-01
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| Series: | SHS Web of Conferences |
| Online Access: | https://www.shs-conferences.org/articles/shsconf/pdf/2023/14/shsconf_cike2023_01018.pdf |
| _version_ | 1797829313091862528 |
|---|---|
| author | Jiang Xingru Jiang Kaiwen |
| author_facet | Jiang Xingru Jiang Kaiwen |
| author_sort | Jiang Xingru |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-04-09T13:19:31Z |
| format | Article |
| id | doaj.art-03ca20454b7f44b5a6d615d3622885ca |
| institution | Directory Open Access Journal |
| issn | 2261-2424 |
| language | English |
| last_indexed | 2024-04-09T13:19:31Z |
| publishDate | 2023-01-01 |
| publisher | EDP Sciences |
| record_format | Article |
| series | SHS Web of Conferences |
| spelling | doaj.art-03ca20454b7f44b5a6d615d3622885ca2023-05-11T09:13:32ZengEDP SciencesSHS Web of Conferences2261-24242023-01-011650101810.1051/shsconf/202316501018shsconf_cike2023_01018A New Framework of Quantitative analysis Based on WGANJiang Xingru0Jiang Kaiwen1Software Engineering Department, School of software, Beihang universityTianjin Key Lab of Intelligent Computing & Novel software Technology, Tianjin University of TechnologyThis 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.https://www.shs-conferences.org/articles/shsconf/pdf/2023/14/shsconf_cike2023_01018.pdf |
| spellingShingle | Jiang Xingru Jiang Kaiwen A New Framework of Quantitative analysis Based on WGAN SHS Web of Conferences |
| title | A New Framework of Quantitative analysis Based on WGAN |
| title_full | A New Framework of Quantitative analysis Based on WGAN |
| title_fullStr | A New Framework of Quantitative analysis Based on WGAN |
| title_full_unstemmed | A New Framework of Quantitative analysis Based on WGAN |
| title_short | A New Framework of Quantitative analysis Based on WGAN |
| title_sort | new framework of quantitative analysis based on wgan |
| url | https://www.shs-conferences.org/articles/shsconf/pdf/2023/14/shsconf_cike2023_01018.pdf |
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