Securities Quantitative Trading Strategy Based on Deep Learning of Industrial Internet of Things

Yi Tang, Xiaoning Wang and Wenyan Wang
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Yi Tang: Chongqing Institute of Engineering, China
Xiaoning Wang: Chongqing Institute of Engineering, China
Wenyan Wang: Cangzhou Normal University, China

International Journal of Information Technology and Web Engineering (IJITWE), 2024, vol. 19, issue 1, 1-16

Abstract: By combing the shortcomings of the current quantitative securities trading, a new deep reinforcement learning modeling method is proposed to improve the abstraction of state, action and reward function; on the basis of the traditional DQN algorithm, a deep reinforcement learning algorithm model of RB_DRL is proposed. By improving the network structure and connection mode, and redefining the loss function of the network, the improved model performs well in many groups of comparative experiments. A securities quantitative trading system based on deep reinforcement learning is designed, which organically combines models, strategies and data, visually displays the information to users in the form of web pages to facilitate users' use and seeks the trading rules of the financial market to provide investors with a more stable trading strategy. The research results have important practical value and research significance in the field of financial investment.

Date: 2024
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