title: Ð Ð°Ð·ÑÐ°Ð±Ð¾ÑÐºÐ° Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð° Ð°Ð²ÑÐ¾Ð¼Ð°ÑÐ¸ÑÐµÑÐºÐ¾Ð¹ ÑÐ¾ÑÐ³Ð¾Ð²Ð»Ð¸ Ð½Ð° ÑÐ¾Ð½Ð´Ð¾Ð²Ð¾Ð¼ ÑÑÐ½ÐºÐµ Ñ Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð¸ÐµÐ¼ Ð¾Ð±ÑÑÐµÐ½Ð¸Ñ Ñ Ð¿Ð¾Ð´ÐºÑÐµÐ¿Ð»ÐµÐ½Ð¸ÐµÐ¼
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð±Ð°ÐºÐ°Ð»Ð°Ð²ÑÐ°
titleType: Subtitle
title: Development of automatic trading algorithm at stock market using reinforcement learning
Creators: name: ÐÐµÑÐ³ÑÐ½Ð¾Ð², ÐÐ¸ÐºÐ¸ÑÐ°
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2023
Subjects: Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð¸ÑÐµÑÐºÐ°Ñ ÑÐ¾ÑÐ³Ð¾Ð²Ð»Ñ
Q-Ð¾Ð±ÑÑÐµÐ½Ð¸Ðµ
Ð¾Ð±ÑÑÐµÐ½Ð¸Ðµ Ñ Ð¿Ð¾Ð´ÐºÑÐµÐ¿Ð»ÐµÐ½Ð¸ÐµÐ¼
Ð¼Ð°ÑÐ¸Ð½Ð½Ð¾Ðµ Ð¾Ð±ÑÑÐµÐ½Ð¸Ðµ
algorithmic trading
Q-learning
reinforcement learning
machine learning

description: ÐÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð±Ð°ÐºÐ°Ð»Ð°Ð²ÑÐ° Ð¿Ð¾ÑÐ²ÑÑÐµÐ½Ð° Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ Ð²Ð¾Ð·Ð¼Ð¾Ð¶Ð½Ð¾ÑÑÐµÐ¹ Ð¸ ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐºÐµ Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð° Ð´Ð»Ñ Ð°Ð²ÑÐ¾Ð¼Ð°ÑÐ¸ÑÐµÑÐºÐ¾Ð¹ ÑÐ¾ÑÐ³Ð¾Ð²Ð»Ð¸ Ð½Ð° ÑÐ¾Ð½Ð´Ð¾Ð²Ð¾Ð¼ ÑÑÐ½ÐºÐµ, Ð¸ÑÐ¿Ð¾Ð»ÑÐ·ÑÑ Ð¼ÐµÑÐ¾Ð´Ñ Ð¾Ð±ÑÑÐµÐ½Ð¸Ñ Ñ Ð¿Ð¾Ð´ÐºÑÐµÐ¿Ð»ÐµÐ½Ð¸ÐµÐ¼. Ð ÑÐ°Ð¼ÐºÐ°Ñ ÑÐ°Ð±Ð¾ÑÑ Ð¾ÑÑÑÐµÑÑÐ²Ð»ÐµÐ½Ð¾ Ð¸Ð·ÑÑÐµÐ½Ð¸Ðµ Ð¿Ð¾Ð´ÑÐ¾Ð´Ð¾Ð² Ð¸ Ð¼ÐµÑÐ¾Ð´Ð¾Ð² Ð¼Ð°ÑÐ¸Ð½Ð½Ð¾Ð³Ð¾ Ð¾Ð±ÑÑÐµÐ½Ð¸Ñ, Ð° ÑÐ°ÐºÐ¶Ðµ ÑÐ°ÑÑÐ¼Ð¾ÑÑÐµÐ½Ñ Ð¾ÑÐ¾Ð±ÐµÐ½Ð½Ð¾ÑÑÐ¸ Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð¸ÑÐµÑÐºÐ¾Ð¹ ÑÐ¾ÑÐ³Ð¾Ð²Ð»Ð¸. Ð Ð°Ð±Ð¾ÑÐ° Ð²ÐºÐ»ÑÑÐ°ÐµÑ Ð² ÑÐµÐ±Ñ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ðµ Ð¸ Ð°Ð½Ð°Ð»Ð¸Ð· ÑÐµÐºÑÑÐ¸Ñ ÑÐµÐ½Ð´ÐµÐ½ÑÐ¸Ð¹ Ð¸ Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½ÑÐ¾Ð², Ð¸ÑÐ¿Ð¾Ð»ÑÐ·ÑÐµÐ¼ÑÑ Ð² Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð¸ÑÐµÑÐºÐ¾Ð¹ ÑÐ¾ÑÐ³Ð¾Ð²Ð»Ðµ, Ñ ÑÐ¿Ð¾ÑÐ¾Ð¼ Ð½Ð° ÑÐµ, ÐºÐ¾ÑÐ¾ÑÑÐµ Ð¼Ð¾Ð³ÑÑ Ð±ÑÑÑ Ð°Ð´Ð°Ð¿ÑÐ¸ÑÐ¾Ð²Ð°Ð½Ñ Ð¸ ÑÐ»ÑÑÑÐµÐ½Ñ Ñ Ð¿Ð¾Ð¼Ð¾ÑÑÑ Ð¼ÐµÑÐ¾Ð´Ð¾Ð² Ð¾Ð±ÑÑÐµÐ½Ð¸Ñ Ñ Ð¿Ð¾Ð´ÐºÑÐµÐ¿Ð»ÐµÐ½Ð¸ÐµÐ¼. ÐÑÐ½Ð¾Ð²Ð½Ð¾Ð¹ ÑÐµÐ»ÑÑ ÑÐ²Ð»ÑÐµÑÑÑ ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐºÐ° Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð°, ÐºÐ¾ÑÐ¾ÑÑÐ¹ Ð¼Ð¾Ð³ Ð±Ñ Ð°Ð²ÑÐ¾Ð¼Ð°ÑÐ¸Ð·Ð¸ÑÐ¾Ð²Ð°ÑÑ Ð¿ÑÐ¾ÑÐµÑÑ ÑÐ¾ÑÐ³Ð¾Ð²Ð»Ð¸ Ð½Ð° ÑÐ¾Ð½Ð´Ð¾Ð²Ð¾Ð¼ ÑÑÐ½ÐºÐµ, Ð¿ÑÐ¸ ÑÑÐ¾Ð¼ Ð¼Ð°ÐºÑÐ¸Ð¼Ð¸Ð·Ð¸ÑÑÑ Ð¿ÑÐ¸Ð±ÑÐ»Ñ Ð¸ Ð¼Ð¸Ð½Ð¸Ð¼Ð¸Ð·Ð¸ÑÑÑ ÑÐ¸ÑÐºÐ¸. Ð ÑÐ°Ð±Ð¾ÑÐµ Ð¿ÑÐµÐ´Ð»Ð¾Ð¶ÐµÐ½ Ð¸ ÑÐµÐ°Ð»Ð¸Ð·Ð¾Ð²Ð°Ð½ Ð¿Ð¾Ð´ÑÐ¾Ð´ Ð¾Ð±ÑÑÐµÐ½Ð¸Ñ Ñ Ð¿Ð¾Ð´ÐºÑÐµÐ¿Ð»ÐµÐ½Ð¸ÐµÐ¼, Ð¾ÑÐ½Ð¾Ð²Ð°Ð½Ð½ÑÐ¹ Ð½Ð° Q-Ð¾Ð±ÑÑÐµÐ½Ð¸Ð¸. Ð¢Ð°ÐºÐ¶Ðµ ÑÐ¾Ð·Ð´Ð°Ð½Ð° ÑÐºÐ¾ÑÐ¸ÑÑÐµÐ¼Ð° Ð´Ð»Ñ ÑÐ¾ÑÐ³Ð¾Ð²Ð¾Ð³Ð¾ Ð°Ð³ÐµÐ½ÑÐ°, Ð¸Ð¼Ð¸ÑÐ¸ÑÑÑÑÐ°Ñ ÑÐ¾Ð½Ð´Ð¾Ð²ÑÑ Ð±Ð¸ÑÐ¶Ñ Ð¸ Ð¾Ð±ÐµÑÐ¿ÐµÑÐ¸Ð²Ð°ÑÑÐ°Ñ ÐµÐ³Ð¾ Ð¸Ð½ÑÐµÑÑÐµÐ¹ÑÐ¾Ð¼ Ð´Ð»Ñ ÑÐ¾ÑÐ³Ð¾Ð²Ð»Ð¸. Ð ÐµÐ·ÑÐ»ÑÑÐ°ÑÑ Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð° Ð±ÑÐ»Ð¸ ÑÑÐ°ÑÐµÐ»ÑÐ½Ð¾ Ð¸Ð·ÑÑÐµÐ½Ñ Ð¸ ÑÑÐ°Ð²Ð½ÐµÐ½Ñ Ñ Ð¿ÑÐ¾Ð¸Ð·Ð²Ð¾Ð´Ð¸ÑÐµÐ»ÑÐ½Ð¾ÑÑÑÑ Ð¸Ð½Ð´ÐµÐºÑÐ° S&amp;P 500.
description: This is a graduate qualification work focused on researching and developing an algorithm for automatic trading on the stock market using reinforcement learning. It includes study of machine learning approaches and methods, as well as features of algorithmic trading. The work includes research and analysis of current trends and tools used in algorithmic trading, focusing on those that can be adapted and improved using reinforcement learning techniques. The main objective is to develop an algorithm that could automate the stock market trading process while maximising profits and minimising risks. The paper proposes and implements a reinforcement learning approach based on Q-learning. An ecosystem for a trading agent that simulates a stock exchange and provides it with an interface for trading has also been created. The results of the algorithm have been extensively studied and compared with the performance of the S&amp;P 500 index.