Enhanced Trading Systems with Intelligent Market Analysis

Abstract

This paper proposes a hybrid reinforcement learning trading framework integrating intraday market data with transformer-based financial sentiment signals. The system extracts sentiment dynamics and semantic event clusters from financial news and incorporates them into a PPO-based trading agent. Experiments on intraday NSE data demonstrate improved risk-adjusted returns compared to price-only baselines.

arXiv comment9 pages, 1 figure, 2 algorithms, 1 table. Accepted at ICAIA 2026 (proceedings pending)