mlsanityData to 14 Oct 2026

Deep Q-Network (DQN) multi-agent reinforcement learning (MARL) for Stock Trading

arXiv 2505.03949 ↗First posted 6 May 2025cs.LGcited by 0

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Abstract (arXiv)

This project addresses the challenge of automated stock trading, where traditional methods and direct reinforcement learning (RL) struggle with market noise, complexity, and generalization. Our proposed solution is an integrated deep learning framework combining a Convolutional Neural Network (CNN) to identify patterns in technical indicators formatted as images, a Long Short-Term Memory (LSTM) network to capture temporal dependencies across both price history and technical indicators, and a Deep Q-Network (DQN) agent which learns the optimal trading policy (buy, sell, hold) based on the features extracted by the CNN and LSTM.

Key facts. No citing papers in the map yet (data through 14 Oct 2026). First posted on arXiv 6 May 2025.

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