Advanced PhD Research in Intraday Stock Market Prediction using HDQN & Graph Neural Networks.
Significant improvement over baseline (0.50)
Achieved via Enhanced GCN Models
MAPE using Adaptive Recency Weighting
This research integrates Reinforcement Learning agents with Adaptive Forecasting to solve the volatility problem in Indian Financial Markets. The framework functions as a team of three expert advisors, collectively enhancing investment decisions and risk management.