Enhanced Trading Systems with Intelligent Market Analysis

Abstract:This paper proposes a hybrid reinforcement learning trading framework integrating intraday market data with transformer-based financial sentiment signals. The system extracts sentiment dynamics and semantic event clusters from financial news and incorporates them into a PPO-based trading agent. Experiments on intraday NSE data demonstrate improved risk-adjusted returns compared to price-only baselines.

9 pages, 1 figure, 2 algorithms, 1 table. Accepted at ICAIA 2026 (proceedings pending)

Machine Learning (cs.LG); Artificial Intelligence (cs.AI)

arXiv:2610.13998 [cs.LG]

(or arXiv:2610.13998v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2610.13998 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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