Fuzzified stock market forecasting with transformer networks and adaptive portfolio management using reinforcement learning

• Main Author: Chia, Samuel Wei Kit
• Other Authors: Quek Hiok Chai
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2024
• Subjects: Computer and Information Science
• Online Access: https://hdl.handle.net/10356/181152
• Institution: Nanyang Technological University

This paper presents a novel approach to stock market prediction and portfolio management by integrating deep learning, clustering, and reinforcement learning techniques. This research extends the development of an interpretable Transformer network by [55], which leverages self-attention mechanism...