Enhanced Trading Systems with Intelligent Market Analysis
Paper · https://arxiv.org/abs/2610.13998
arXiv:2610.13998v1 Announce Type: new Abstract: This paper proposes a hybrid reinforcement learning trading framework integrating intraday market data with transformer-based financial sentiment signals. The system extracts sentiment dynamics and semantic event clusters from financial news and incorporates them into a PPO-based trading agent. Experiments on intraday NSE data demonstrate improved risk-adjusted returns compared to price-only baselines.
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Aliases
| Source | External ID | URL |
|---|---|---|
| arXiv AI Papers | oai:arXiv.org:2610.13998v1 | https://arxiv.org/abs/2610.13998 |