Low Cost Journal,Fast Paper Publication approved journal IJEDR(ISSN 2321-9939)
INTERNATIONAL JOURNAL OF ENGINEERING DEVELOPMENT AND RESEARCH
(International Peer Reviewed,Refereed, Indexed, Citation Open Access Journal)
ISSN: 2321-9939 | ESTD Year: 2013

Current Issue

For Authors

Archives

Indexing Partner

Research Area

LICENSE

Facts & Figures

Visitor Statistics


Paper Details
Paper Title
Survey on Financial Signal Representation and Trading using Deep Neural Network
Authors
  Gayatri Panchwagh,  Mr. Deepak Gupta

Abstract
Financial signal management is the process of constant redistribution of a fund into different financial products. In this paper, we try to address this challenge by introducing a recurrent deep neural network (NN) for real-time financial signal representation and trading. This proposed model is inspired by two biological-related learning concepts of deep learning (DL) and reinforcement learning (RL). In the technique, the DL part automatically senses the dynamic market condition for informative feature learning. Then, the RL module interacts with deep representations and makes trading decisions to accumulate the ultimate rewards in an unknown environment. The learning system is implemented in a complex NN that exhibits both the deep and recurrent structures. We propose a task-aware back propagation through time method to cope with the gradient vanishing issue in deep training. The robustness of the neural system is verified on both the stock and the commodity future markets under broad testing conditions.

Keywords- Reinforcement Learning, Recurrent Deep Neural Network, Deep learning, High Frequency Trading, Financial Market.
Publication Details
Unique Identification Number - IJEDR1804066
Page Number(s) - 355-357
Pubished in - Volume 6 | Issue 4 | December 2018
DOI (Digital Object Identifier) -   
Publisher - IJEDR (ISSN - 2321-9939)
Cite this Article
  Gayatri Panchwagh,  Mr. Deepak Gupta,   "Survey on Financial Signal Representation and Trading using Deep Neural Network", International Journal of Engineering Development and Research (IJEDR), ISSN:2321-9939, Volume.6, Issue 4, pp.355-357, December 2018, Available at :http://www.ijedr.org/papers/IJEDR1804066.pdf
Share This Article


Article Preview

ISSN Details



DOI Details



Providing A digital object identifier by DOI
How to get DOI?

For Reviewer /Referral (RMS)

Important Links

NEWS & Conference

Digital Library

Our Social Link

Open Access

This material is Open Knowledge
This material is Open Data
This material is Open Content
© Copyright 2019 IJEDR.ORG All rights reserved