Learning the Market: Sentiment-Based Ensemble Trading Agents

We propose the integration of sentiment analysis and deep-reinforcement learning ensemble algorithms for stock trading, and design a strategy capable of dynamically altering its employed agent given concurrent market sentiment. In particular, we create a simple-yet-effective method for extracting news sentiment and combine this with general improvements upon existing works, resulting in automated trading agents that effectively consider both qualitative market factors and quantitative stock data. We show that our approach results in a strategy that is profitable, robust, and …

agent agents algorithms analysis automated cs.lg design ensemble general improvements integration q-fin.tr reinforcement reinforcement learning sentiment sentiment analysis simple stock strategy trading