基于深度强化学习的金融交易决策模型,用于智能农业管理
Di Fan1,2, Nazrul Hisyam Ab Razak1, Wei Ni Soh1
1School of Business and Economics, Universiti Putra Malaysia, Kuala Lumpur, Malaysia.
PeerJ. Computer science
|September 24, 2025
概括
本研究介绍了农业融资的深度强化学习 (DRL) 模型,通过先进的数据除和时间序列分析来改善决策. 该模型实现了显著的回报和降低风险,增强了智能农业战略.
科学领域:
- 农业金融 农业金融
- 机器学习 机器学习
- 金融技术 金融技术
背景情况:
- 农业金融交易面临数据噪声,时间序列依赖和适应性策略限制的挑战.
- 当前的决策通常依赖于经验判断,阻碍了先进的数据驱动方法的整合.
研究的目的:
- 通过深度强化学习 (DRL) 开发一个强大的农业金融交易决策模型.
- 通过解决数据噪声和时间序列复杂性,提高模型可靠性和适应性.
主要方法:
- 一个多因素动态无声化框架,集成格拉布斯测试和中位数绝对偏差 (MAD) 来降低噪声.
- 一个增强的DRL架构,利用长短期内存 (LSTM) 具有滑动窗口和基于交易成本的奖励功能.
- 使用LSTM和数据查询语言 (DQL) 开发智能交易决策模型.
主要成果:
- 该模型实现了45.12%的年化回报率,并将特定股票的最大回调率降低了35% (Deere & Company, BAYN.DE).
- 与基准模型相比,夏普比率 (1.51) 提高了62%,表明风险调整后的回报优越.
- 验证了对价格波动和政策干预的稳定性,证明了其实际适用性.
结论:
- 拟议的DRL模型有效地解决了农业融资的关键挑战,为实证方法提供了数据驱动的替代方案.
- 数据除,时间序列建模和域调整方面的创新为智能农业提供了关键的决策支持工具.
- 该模型有助于向更智能,更有效的农业经济管理过渡.
相关概念视频
Decision Making: Traditional Method
5.1K
The process of hypothesis testing based on the traditional method includes calculating the critical value, testing the value of the test statistic using the sample data, and interpreting these values.
First, a specific claim about the population parameter is decided based on the research question and is stated in a simple form. Further, an opposing statement to this claim is also stated. These statements can act as null and alternative hypotheses, out of which a null hypothesis would be a...
First, a specific claim about the population parameter is decided based on the research question and is stated in a simple form. Further, an opposing statement to this claim is also stated. These statements can act as null and alternative hypotheses, out of which a null hypothesis would be a...
5.1K
Decision Making
898
Decision-making is a fundamental cognitive process that involves evaluating alternatives and selecting among them. This process can range from simple choices, such as deciding what to wear, to complex decisions, like choosing a major in college or a career path. The complexity of the decision often dictates the approach we use, which can be broadly categorized into two types: automatic and controlled decision-making.
Automatic decision-making is fast, intuitive, and relies on gut feelings...
Automatic decision-making is fast, intuitive, and relies on gut feelings...
898
Decision Making: P-value Method
6.8K
The process of hypothesis testing based on the P-value method includes calculating the P- value using the sample data and interpreting it.
First, a specific claim about the population parameter is proposed. The claim is based on the research question and is stated in a simple form. Further, an opposing statement to the claim is also stated. These statements can act as null and alternative hypotheses: a null hypothesis would be a neutral statement while the alternative hypothesis can...
First, a specific claim about the population parameter is proposed. The claim is based on the research question and is stated in a simple form. Further, an opposing statement to the claim is also stated. These statements can act as null and alternative hypotheses: a null hypothesis would be a neutral statement while the alternative hypothesis can...
6.8K
Mathematical Modeling: Problem Solving
274
Mathematical modeling transforms real-world scenarios into mathematical expressions, allowing for structured problem-solving and analysis. This process involves defining the situation, assigning variables to measurable quantities, selecting an appropriate model, and solving the resulting equation. Such models are invaluable in finance, providing precise methods to evaluate investments, loans, and repayment structures.A widely used example is the calculation of fixed monthly payments on a loan,...
274
Growth Models with Integration: Problem Solving
9
In population modeling, integration provides a systematic way to determine accumulated quantities from known rates of change. One such application arises in ecology, where the total weight of a fish population in a body of water is referred to as its biomass. When the rate of growth of this biomass is known as a function of time, calculus can be used to determine the total biomass at a future date.Growth Rate and Biomass FunctionLet the growth rate of the fish population be represented by a...
9
