Application of deep reinforcement learning in stock trading strategies and stock forecasting

The role of the stock market across the overall financial market is indispensable. The way to acquire practical trading signals in the transaction process to maximize the benefits is a problem that has been studied for a long time. This paper put forward a theory of deep reinforcement learning in the stock trading decisions and stock price prediction, the reliability and availability of the model are proved by experimental data, and the model is compared with the traditional model to prove its advantages. From the point of view of stock market forecasting and intelligent decision-making mechanism, this paper proves the feasibility of deep reinforcement learning in financial markets and the credibility and advantages of strategic decision-making

Reinforcement Learning Applied to Trading Systems: A Survey

Financial domain tasks, such as trading in market exchanges, are challenging and have long attracted researchers. The recent achievements and the consequent notoriety of Reinforcement Learning (RL) have also increased its adoption in trading tasks. RL uses a framework with well-established formal concepts, which raises its attractiveness in learning profitable trading strategies. However, RL use without due attention in the financial area can prevent new researchers from following standards or failing to adopt relevant conceptual guidelines. In this work, we embrace the seminal RL technical fundamentals, concepts, and recommendations to perform a unified, theoretically-grounded examination and comparison of previous research that could serve as a structuring guide for the field of study. A selection of twenty-nine articles was reviewed under our classification that considers RL's most common formulations and design patterns from a large volume of available studies. This classification allowed for precise inspection of the most relevant aspects regarding data input, preprocessing, state and action composition, adopted RL techniques, evaluation setups, and overall results. Our analysis approach organized around fundamental RL concepts allowed for a clear identification of current system design best practices, gaps that require further investigation, and promising research opportunities. Finally, this review attempts to promote the development of this field of study by facilitating researchers' commitment to standards adherence and helping them to avoid straying away from the RL constructs' firm ground.Comment: 38 page

Performance assessment of meta-heuristics for composite layup optimisation

Peer reviewedPostprin

Forecasting: theory and practice

Forecasting has always been in the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities. The lack of a free-lunch theorem implies the need for a diverse set of forecasting methods to tackle an array of applications. This unique article provides a non-systematic review of the theory and the practice of forecasting. We offer a wide range of theoretical, state-of-the-art models, methods, principles, and approaches to prepare, produce, organise, and evaluate forecasts. We then demonstrate how such theoretical concepts are applied in a variety of real-life contexts, including operations, economics, finance, energy, environment, and social good. We do not claim that this review is an exhaustive list of methods and applications. The list was compiled based on the expertise and interests of the authors. However, we wish that our encyclopedic presentation will offer a point of reference for the rich work that has been undertaken over the last decades, with some key insights for the future of the forecasting theory and practice

WiFi-Based Human Activity Recognition Using Attention-Based BiLSTM

Recently, significant efforts have been made to explore human activity recognition (HAR) techniques that use information gathered by existing indoor wireless infrastructures through WiFi signals without demanding the monitored subject to carry a dedicated device. The key intuition is that different activities introduce different multi-paths in WiFi signals and generate different patterns in the time series of channel state information (CSI). In this paper, we propose and evaluate a full pipeline for a CSI-based human activity recognition framework for 12 activities in three different spatial environments using two deep learning models: ABiLSTM and CNN-ABiLSTM. Evaluation experiments have demonstrated that the proposed models outperform state-of-the-art models. Also, the experiments show that the proposed models can be applied to other environments with different configurations, albeit with some caveats. The proposed ABiLSTM model achieves an overall accuracy of 94.03%, 91.96%, and 92.59% across the 3 target environments. While the proposed CNN-ABiLSTM model reaches an accuracy of 98.54%, 94.25% and 95.09% across those same environments

Proceedings, MSVSCC 2015

The Virginia Modeling, Analysis and Simulation Center (VMASC) of Old Dominion University hosted the 2015 Modeling, Simulation, & Visualization Student capstone Conference on April 16th. The Capstone Conference features students in Modeling and Simulation, undergraduates and graduate degree programs, and fields from many colleges and/or universities. Students present their research to an audience of fellow students, faculty, judges, and other distinguished guests. For the students, these presentations afford them the opportunity to impart their innovative research to members of the M&S community from academic, industry, and government backgrounds. Also participating in the conference are faculty and judges who have volunteered their time to impart direct support to their students’ research, facilitate the various conference tracks, serve as judges for each of the tracks, and provide overall assistance to this conference. 2015 marks the ninth year of the VMASC Capstone Conference for Modeling, Simulation and Visualization. This year our conference attracted a number of fine student written papers and presentations, resulting in a total of 51 research works that were presented. This year’s conference had record attendance thanks to the support from the various different departments at Old Dominion University, other local Universities, and the United States Military Academy, at West Point. We greatly appreciated all of the work and energy that has gone into this year’s conference, it truly was a highly collaborative effort that has resulted in a very successful symposium for the M&S community and all of those involved. Below you will find a brief summary of the best papers and best presentations with some simple statistics of the overall conference contribution. Followed by that is a table of contents that breaks down by conference track category with a copy of each included body of work. Thank you again for your time and your contribution as this conference is designed to continuously evolve and adapt to better suit the authors and M&S supporters. Dr.Yuzhong Shen Graduate Program Director, MSVE Capstone Conference Chair John ShullGraduate Student, MSVE Capstone Conference Student Chai