UGC Approved Journal no 63975(19)

ISSN: 2349-5162 | ESTD Year : 2014
Call for Paper
Volume 11 | Issue 4 | April 2024

JETIREXPLORE- Search Thousands of research papers



WhatsApp Contact
Click Here

Published in:

Volume 8 Issue 1
January-2021
eISSN: 2349-5162

UGC and ISSN approved 7.95 impact factor UGC Approved Journal no 63975

7.95 impact factor calculated by Google scholar

Unique Identifier

Published Paper ID:
JETIR2101213


Registration ID:
305148

Page Number

71-81

Share This Article


Jetir RMS

Title

Google Stock Market Price Prediction using Reinforcement Learning Technique

Abstract

The financial market has become an essential market in today’s economy. It is a market where different commodities are being exchange or sold at a certain price, though prices of commodities in the stock market are not stable. They are being influenced by some external factors like, politics, natural calamities, investor’s sentiment, exchange rate e.t.c.This system propose an agent using Reinforcement Learning Technique to predict google stock market data. The agent was trained using three Reinforcement Learning Algorithms. The algorithms used in this system are Deep Q-Learning Network, Double Q-Learning Network and Dueling Double Q-Learning Network. We first create an environment of which the agent can learn from. The environment consist of state, action and reward. The state is the representation of the environment; the action is the movement of the agent within the state or the choice/decision made by the agent at a given state. The action taken by the agent are stay, buy or sell. Our experimental results shows that Double Q-Learning Network outperforms the Deep Q-Learning Network and Dueling Double Q-Learning Network by receiving the highest reward in each state that the agent tries to take the best decision that is to say, buying the movement of the market is an upward trend, selling when the movement of the market is a downward trend and holding back when the movement of the market is unstable. The Dueling Q-Learning Network had the best reward of about 29.4 on 35 epoch, Double Q-Learning had reward of about 35.4 on 45 epoch, and the Deep Q-Learning Network had reward of about -81.8 on the first epoch.

Key Words

Reinforcement Learning, Deep Q-learning Network, Double Q-Learning Network, Dueling Q-Learning, Google Stock Market data

Cite This Article

"Google Stock Market Price Prediction using Reinforcement Learning Technique", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.8, Issue 1, page no.71-81, January-2021, Available :http://www.jetir.org/papers/JETIR2101213.pdf

ISSN


2349-5162 | Impact Factor 7.95 Calculate by Google Scholar

An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 7.95 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator

Cite This Article

"Google Stock Market Price Prediction using Reinforcement Learning Technique", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.8, Issue 1, page no. pp71-81, January-2021, Available at : http://www.jetir.org/papers/JETIR2101213.pdf

Publication Details

Published Paper ID: JETIR2101213
Registration ID: 305148
Published In: Volume 8 | Issue 1 | Year January-2021
DOI (Digital Object Identifier):
Page No: 71-81
Country: Port Harcourt, Rivers, Nigeria .
Area: Science & Technology
ISSN Number: 2349-5162
Publisher: IJ Publication


Preview This Article


Downlaod

Click here for Article Preview

Download PDF

Downloads

0003049

Print This Page

Current Call For Paper

Jetir RMS