Deep Q-Network (DQN) multi-agent reinforcement learning (MARL) for Stock Trading

John Christopher Tidwell; John Storm Tidwell

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arXiv · 2505.03949

Deep Q-Network (DQN) multi-agent reinforcement learning (MARL) for Stock Trading

John Christopher Tidwell·John Storm Tidwell

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Abstract

This project addresses the challenge of automated stock trading, where traditional methods and direct reinforcement learning (RL) struggle with market noise, complexity, and generalization. Our proposed solution is an integrated deep learning framework combining a Convolutional Neural Network (CNN) to identify patterns in technical indicators formatted as images, a Long Short-Term Memory (LSTM) network to capture temporal dependencies across both price history and technical indicators, and a Deep Q-Network (DQN) agent which learns the optimal trading policy (buy, sell, hold) based on the features extracted by the CNN and LSTM.

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BibTeX RIS

John Christopher Tidwell, John Storm Tidwell. 2025-05-06. Deep Q-Network (DQN) multi-agent reinforcement learning (MARL) for Stock Trading. https://arxiv.org/abs/2505.03949

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