Journal article Open Access

Stock Market Forecasting from Multi-Source Data using Tolerance Based Multi-Agent Deep Reinforcement Learning

C. Bhuvaneshwari; R.Beena

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  "DOI": "10.35940/ijeat.C6293.029320", 
  "container_title": "International Journal of Engineering and Advanced Technology (IJEAT)", 
  "language": "eng", 
  "title": "Stock Market Forecasting from Multi-Source  Data using Tolerance Based Multi-Agent Deep  Reinforcement Learning", 
  "issued": {
    "date-parts": [
  "abstract": "<p>Analyzing and forecasting the future trends in stock market is challenging due to the ever increasing size of stock data. Modern techniques extract the stock indicators from the web data to forecast the stock movements. However, most previous studies were based on single source of data for extracting these indicators. This might not be effective in obtaining all the possible diverse factors that influence the market movements. Multi-source data has been rarely applied for stock prediction and even those techniques have limitations in handling larger data. In an attempt to utilize multi-source data more effectively for extracting stock indicators and improve the forecasting accuracy of stock movements, this paper developed a stock market forecasting model using Tolerance based Multi-Agent Deep Reinforcement Learning (TMA-DRL) model. The TMA-DRL model effectively combines the quantitative stock data with the indicators i.e. the events extracted from news data and sentiments extracted from tweets. This forecasting model utilizes Random forests to extract the twitter opinions and Restricted Boltzmann Machine (RBM) for event extraction from news data. Combining these indicators, the TMA-DRL model leads to improved data learning and provides highly accurate prediction of future stock trends. Datasets for evaluation were collected from three sources namely Twitter, Market News and Stock exchange, for 12 months period. Evaluation results illustrate the effectiveness of the proposed TMA-DRL stock market forecasting model which makes predictions with high accuracy and less time complexity.</p>", 
  "author": [
      "family": "C. Bhuvaneshwari"
      "family": "R.Beena"
  "page": "3492-3499", 
  "volume": "9", 
  "type": "article-journal", 
  "issue": "3", 
  "id": "5593836"
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