Abstract-The paper presents aspects related to developing methods for financial time series forecasting using deep learning in relation to multi-agent stock trading system, called A-Trader. On the basis of this model, an investment strategies in A-Trader system can be build. The first part of the paper briefly discusses a problem of financial time series on FOREX market. Classical neural networks and deep learning models are outlined, their performances are analyzed. The final part presents deployment and evaluation of a deep learning model implemented using H20 library as an agent of A-Trader system.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.