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Multi-factor stock trading strategy based on DQN with multi-BiGRU and multi-head ProbSparse self-attention

Published Online: 2024-04-22

Published Print: 2024-04

Authors

Liu, Wenjie

Gu, Yuchen https://orcid.org/0000-0002-7267-3541
Ge, Yebo
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (62071240)

Priority Academic Program Development of Jiangsu Higher Education Institutions

Natural Science Foundation of Jiangsu Province (BK20220804, BK20231142)

Innovation Program for Quantum Science and Technology (2021ZD0302901)
License Information

Text and Data Mining valid from 2024-04-01

Version of Record valid from 2024-04-22
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Article History

Accepted: 11 April 2024

First Online: 22 April 2024

Declarations

:

: The authors declare that they have no known competing financial interests or personal relationships that could have appeared to influence the work reported in this paper.

: This article does not contain any studies with human participants or animals performed by any of the authors.

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