Enhanced Trading Systems with Intelligent Market Analysis

2026-10-15 · ArXiv

arXiv:2610.13998v1 Announce Type: cross

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.

原文链接：https://arxiv.org/abs/2610.13998

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