Deep Reinforcement Learning for Stock Trading
Overview
Integrated FinBERT for sentiment analysis in a PPO-LSTM model, achieving a 134.39% cumulative return and a 1.46 Sharpe ratio.
Highlights
- Publication: Accepted for IEEE ICCKE 2024
- Approach: Combined FinBERT’s sentiment analysis with PPO-LSTM, outperforming other models.
- Impact: Demonstrated resilience in volatile markets.