Open AccessAnalysis and implementation of realtime stock prediction using reinforcement frameworks
Author(s) -
DrYVS Sai Pragathi,
M V S Phani Narasimham,
B. V. Ramana Murthy
Publication year - 2021
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/2089/1/012045
Subject(s) - stock (firearms) , computer science , reinforcement learning , portfolio , stock market , transaction cost , database transaction , machine learning , database , finance , business , engineering , mechanical engineering , paleontology , horse , biology
Real time stock prediction is interesting research topic due to the risk involved with volatile scenarios. Modelling of the stocks by reducing the overestimation in ANN model, due to rapid fluctuations in the market guide fund managers risky decisions while building stock portfolio. This paper builds real time framework for stock prediction using deep reinforcement learning to buy, sell or hold the stocks. This paper models the transformed stock tick data and technical indicators using Transformed Deep-Q Learning. Our framework is cost reduced and transaction time optimized to get real time stock prediction using GPU and Memory containers. Stock predictor is architected using GRPC based clean architecture which has the benefits of easy updates, addition of new services with reduced integration costs. Data archive features of the cloud will give benefit of reduced cost of the new stock predictor framework.