A Comprehensive Trading Strategy Model for Forecasting and Scheme-Planning

Abstract

Due to the complexity and variability of the financial market, the current model can not fully cover all aspects of investment trends, and there is room for improvement in forecasting accuracy and decision-making. Based on this, we propose a CNN-LSTM prediction method combining RMSE loss, and use DDPG algorithm based on Actor-Critic framework to make decision. This method innovatively combines RMSE loss functions of two models. In order to prove the rationality of this model, we choose several models to compare with it, and finally come to the conclusion that our model has a good feasibility and universality in prediction and decision-making.