Algorithmic Trading: Financial Markets Using Artificial Intelligence

This research study gives an in - depth view of the recent developments in the fields of Machine Learning (ML) and Reinforced Learning (RL) techniques as they are related to various models for forecasting and systems for financial trading. The practical usage of deep learning models, that incorporates Neural Networks such as Recurrent, Convolutional along with hybrid models integrating genetic algorithms with LSTM networks, for forecasting the stock market patterns as well as bank failures, and fluctuations in exchange rate which is addressed in this study in an in - depth review analysis of the latest literature. In addition to this it also investigates how trading algorithm performance as well as risk management can be enhanced by applying techniques of deep reinforcement learning. This study also demonstrates the enhanced, efficacy, precision and the profitability achieved by using these artificial intelligence methods as compared with conventional economic modelling and detailed technical study models by analysing a number of stock markets and different kinds of assets.