Global Stock Market Prediction Based on Stock Chart Images Using Deep Q-Network
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Cited by:
- Supriya Bajpai, 2021. "Application of deep reinforcement learning for Indian stock trading automation," Papers 2106.16088, arXiv.org.
- Huifang Huang & Ting Gao & Yi Gui & Jin Guo & Peng Zhang, 2022. "Stock Trading Optimization through Model-based Reinforcement Learning with Resistance Support Relative Strength," Papers 2205.15056, arXiv.org.
- Jinho Lee & Jaewoo Kang, 2020. "Effectively training neural networks for stock index prediction: Predicting the S&P 500 index without using its index data," PLOS ONE, Public Library of Science, vol. 15(4), pages 1-20, April.
- Titi Purwandari & Riaman & Yuyun Hidayat & Sukono & Riza Andrian Ibrahim & Rizki Apriva Hidayana, 2023. "Selecting and Weighting Mechanisms in Stock Portfolio Design Based on Clustering Algorithm and Price Movement Analysis," Mathematics, MDPI, vol. 11(19), pages 1-22, October.
- Rachna Sable & Shivani Goel & Pradeep Chatterjee, 2024. "Deep Learning Model for Fusing Spatial and Temporal Data for Stock Market Prediction," Computational Economics, Springer;Society for Computational Economics, vol. 64(3), pages 1639-1662, September.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2019-03-04 (Big Data)
- NEP-CMP-2019-03-04 (Computational Economics)
- NEP-FMK-2019-03-04 (Financial Markets)
- NEP-PAY-2019-03-04 (Payment Systems and Financial Technology)
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