Corpus ID: 28086357

Trading the Twitter Sentiment with Reinforcement Learning

  title={Trading the Twitter Sentiment with Reinforcement Learning},
  author={Catherine Xiao and Wanfeng Chen},
  • Catherine Xiao, Wanfeng Chen
  • Published 2018
  • Computer Science
  • ArXiv
  • This paper is to explore the possibility to use alternative data and artificial intelligence techniques to trade stocks. The efficacy of the daily Twitter sentiment on predicting the stock return is examined using machine learning methods. Reinforcement learning(Q-learning) is applied to generate the optimal trading policy based on the sentiment signal. The predicting power of the sentiment signal is more significant if the stock price is driven by the expectation of the company growth and when… CONTINUE READING
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