An Improved Reinforcement Learning Model Based on Sentiment Analysis
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- Karol Chojnacki & Robert Ślepaczuk, 2023. "This study compares well-known tools of technical analysis (Moving Average Crossover MAC) with Machine Learning based strategies (LSTM and XGBoost) and Ensembled Machine Learning Strategies (LSTM ense," Working Papers 2023-15, Faculty of Economic Sciences, University of Warsaw.
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This paper has been announced in the following NEP Reports:- NEP-BIG-2022-01-03 (Big Data)
- NEP-CMP-2022-01-03 (Computational Economics)
- NEP-FMK-2022-01-03 (Financial Markets)
- NEP-MST-2022-01-03 (Market Microstructure)
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