Dr. Mu-Yen ChenAssociate Professor
National Cheng Kung University, Tainan, 701, Taiwan
Speech Title: Using Deep Reinforcement Learning and Convolutional Neural Network to Construct the Intelligent Stock Trading System
Abstract: Financial market prediction is one of the hot topics of deep learning, but past research has rarely paid attention to the issue of label setting for market prediction. In order to improve this problem, this research uses Deep Reinforcement Learning (Deep Reinforcement Learning) combined with Convolutional Neural Network (CNN) to build a deep reinforcement learning model to simulate stock trading. In the trading method, the stocks are bought and sold at the daily closing price, and the transaction cost is considered, and the S&P 500 ETF transaction is simulated. This study trains the model agent to obtain a return on investment of 29~290% during a one-year period in 2020. Verify that deep reinforcement learning has certain development potential in stock market forecasting or program trading.
Biography: Dr. Mu-Yen Chen is working as an Associate Professor at National Cheng Kung University, Taiwan. Previously, he was a Professor of Information Management at the National Taichung University of Science and Technology, Taiwan. He received his Ph.D. in Information Management from National Chiao-Tung University in Taiwan. His current research interests include artificial intelligence, soft computing, bio-inspired computing, data mining, deep learning, context-awareness, and machine learning, with more than 100 publications in prestigious venues such as IEEE Transactions on Fuzzy Systems, IEEE IoT, IEEE Sensors, IEEE Access, ACM Transactions on Internet Technology, Applied Soft Computing, Soft Computing, Neurocomputing, Computer Networks, and FGCS. He has served as Editor in Chief on International Journal of Big Data and Analytics in Healthcare, and Associate Editor of IEEE Access, Applied Soft Computing, Granular Computing, Human-centric Computing, and Information Sciences, Journal of Medical and Biological Engineering, International Journal of Social and Humanistic Computing and Journal of Information Science and Engineering while he is an editorial board member on several SCI journals.