Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning Approach

The feasibility of making profitable trades on a single asset on stock exchanges based on patterns identification has long attracted researchers. Reinforcement Learning (RL) and Natural Language Processing have gained notoriety in these single-asset trading tasks, but only a few works have explored their combination. Moreover, some issues are still not addressed, such as extracting market sentiment momentum through the explicit capture of sentiment features that reflect the market condition over time and assessing the consistency and stability of RL results in different situations. Filling this gap, we propose the Sentiment-Aware RL (SentARL) intelligent trading system that improves profit stability by leveraging market mood through an adaptive amount of past sentiment features drawn from textual news. We evaluated SentARL across twenty assets, two transaction costs, and five different periods and initializations to show its consistent effectiveness against baselines. Subsequently, this thorough assessment allowed us to identify the boundary between news coverage and market sentiment regarding the correlation of price-time series above which SentARL's effectiveness is outstanding.

Specializing Inter-Agent Communication in Heterogeneous Multi-Agent Reinforcement Learning using Agent Class Information

Inspired by recent advances in agent communication with graph neural networks, this work proposes the representation of multi-agent communication capabilities as a directed labeled heterogeneous agent graph, in which node labels denote agent classes and edge labels, the communication type between two classes of agents. We also introduce a neural network architecture that specializes communication in fully cooperative heterogeneous multi-agent tasks by learning individual transformations to the exchanged messages between each pair of agent classes. By also employing encoding and action selection modules with parameter sharing for environments with heterogeneous agents, we demonstrate comparable or superior performance in environments where a larger number of agent classes operates.

Towards Heterogeneous Multi-Agent Reinforcement Learning with Graph Neural Networks

This work proposes a neural network architecture that learns policies for multiple agent classes in a heterogeneous multi-agent reinforcement setting. The proposed network uses directed labeled graph representations for states, encodes feature vectors of different sizes for different entity classes, uses relational graph convolution layers to model different communication channels between entity types and learns distinct policies for different agent classes, sharing parameters wherever possible. Results have shown that specializing the communication channels between entity classes is a promising step to achieve higher performance in environments composed of heterogeneous entities.

Detecting soccer balls with reduced neural networks: a comparison of multiple architectures under constrained hardware scenarios

Object detection techniques that achieve state-of-the-art detection accuracy employ convolutional neural networks, implemented to have optimal performance in graphics processing units. Some hardware systems, such as mobile robots, operate under constrained hardware situations, but still benefit from object detection capabilities. Multiple network models have been proposed, achieving comparable accuracy with reduced architectures and leaner operations. Motivated by the need to create an object detection system for a soccer team of mobile robots, this work provides a comparative study of recent proposals of neural networks targeted towards constrained hardware environments, in the specific task of soccer ball detection. We train multiple open implementations of MobileNetV2 and MobileNetV3 models with different underlying architectures, as well as YOLOv3, TinyYOLOv3, YOLOv4 and TinyYOLOv4 in an annotated image data set captured using a mobile robot. We then report their mean average precision on a test data set and their inference times in videos of different resolutions, under constrained and unconstrained hardware configurations. Results show that MobileNetV3 models have a good trade-off between mAP and inference time in constrained scenarios only, while MobileNetV2 with high width multipliers are appropriate for server-side inference. YOLO models in their official implementations are not suitable for inference in CPUs.