| Issue |
SHS Web Conf.
Volume 165, 2023
The 2nd International Conference on Creative Industries and Knowledge Economy (CIKE 2023)
|
|
|---|---|---|
| Article Number | 01018 | |
| Number of page(s) | 4 | |
| Section | Creative Industry Development and Brand Management | |
| DOI | https://doi.org/10.1051/shsconf/202316501018 | |
| Published online | 03 May 2023 | |
A New Framework of Quantitative analysis Based on WGAN
1 Software Engineering Department, School of software, Beihang university, Beijing, China, 100083
2 Tianjin Key Lab of Intelligent Computing & Novel software Technology, Tianjin University of Technology, Tianjin, China, 300191
* Corresponding author: jiang512@email.tjut.edu.cn
This paper follows the logic of financial investment strategies based on WGAN, one of AI algorithms. The trend prediction module and the distribution characteristics of price time series are on the basis of the WGAN. Multiple factors extraction and analysis are on the basis of natural language processing technology. Buy-sell decision module is based on DQN algorithm which is one of reinforcement learning algorithms. And a designed risk control network is used as a protector for capital of investors. A multiple feature combination is proposed to describe the stock market. In the end, four Sector ETFs were selected to make simulation experiments.
© The Authors, published by EDP Sciences, 2023
This is an Open Access article distributed under the terms of the Creative Commons Attribution License 4.0, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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