Papers › Agent Inspired Trading Using Recurrent Reinforcement Learning and LSTM Neural Networks

Agent Inspired Trading Using Recurrent Reinforcement Learning and LSTM Neural Networks

23 Jul 2017arXiv:1707.07338links table onlyarchive 2025-07-28

David W. Lu

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With the breakthrough of computational power and deep neural networks, many areas that we haven't explore with various techniques that was researched rigorously in past is feasible. In this paper, we will walk through possible concepts to achieve robo-like trading or advising. In order to accomplish similar level of performance and generality, like a human trader, our agents learn for themselves to create successful strategies that lead to the human-level long-term rewards. The learning model is implemented in Long Short Term Memory (LSTM) recurrent structures with Reinforcement Learning or Evolution Strategies acting as agents The robustness and feasibility of the system is verified on GBPUSD trading.

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