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arXiv 2402.03338q-fin.CPcs.LG
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金融中基于特征重排的CNN-DRL

CNN-DRL with Shuffled Features in Finance

University of North Texas(北得克萨斯大学)

Sina Montazeri, Akram Mirzaeinia, Amir Mirzaeinia

AI总结:

本研究通过特征重排优化CNN输入矩阵,在深度强化学习金融应用中显著提升奖励获取,实验验证了方法的有效性。

摘要:

先前的方法观察到,将卷积神经网络代理应用于深度强化学习中的金融数据可带来奖励的提升。在本研究中,我们对特征向量应用了特定的排列,从而生成一个CNN矩阵,该矩阵策略性地将更相关的特征置于邻近位置。我们全面的实验评估明确表明,在奖励获取方面取得了显著的提升。

英文摘要:

In prior methods, it was observed that the application of Convolutional Neural Networks agent in Deep Reinforcement Learning to financial data resulted in an enhanced reward. In this study, a specific permutation was applied to the feature vector, thereby generating a CNN matrix that strategically positions more pertinent features in close proximity. Our comprehensive experimental evaluations unequivocally demonstrate a substantial enhancement in reward attainment.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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