MarketSNIPR

Market Sentiment & Neural-Network Integration to Predict Returns

Useful Reading

T. Kabbani, E. Duman: DRL Approach for Trading Automation in the Stock Market

• Bollen & Mao: Twitter Mood as a Stock Market Predictor
• Mittal & Goel: Stock Prediction Using Twitter Sentiment Analysis
• Nayak, Misra, Behera: Impact of Data Normalization on Stock Index Forecasting

TD3 Research

• S. Fujimoto, H. van Hoof and D. Meger, "Addressing function approximation error in actor-critic methods" (cited from Kabbani & Duman)
• Implementation of TD3 in PyTorch from above paper

SOFNN Research

• Leng, Prasad, McGinnity: An on-line algorithm for creating self-organizing fuzzy neural networks
  • A good Keras implementation of this paper: andrewre23: sofenn (GitHub)
• Takagi & Sugeno: Fuzzy Identification of Systems and Its Applications to Modeling and Control