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AlphaSeek FinRL: A Hybrid Deep Learning Architecture for High-Frequency Cryptocurrency Trading

Jun-Chi Liu,Jun-Chao Ma,Zhi-Qiang Jiang

2025 · DOI: 10.1109/IDS66066.2025.00018
Interfaces to Database Systems · 0 Citations

TLDR

A novel approach to cryptocurrency trading is presented by introducing a hybrid deep learning architecture that combines state-of-the-art sequence modeling techniques with reinforcement learning, which demonstrates superior performance in capturing market dynamics and generating robust trading signals.

Abstract

This paper presents a novel approach to cryptocurrency trading by introducing a hybrid deep learning architecture that combines state-of-the-art sequence modeling techniques with reinforcement learning. Our model integrates Mamba State Space Models (SSM), Temporal Convolution Networks (TCN), and multi-head attention mechanisms to capture complex temporal dependencies in market data, while leveraging Deep Q-Network variants for optimal decision making. We implement a sophisticated signal processing pipeline with adaptive smoothing and feature fusion mechanisms, followed by a reinforcement learning framework for trading strategy optimization. The proposed architecture demonstrates superior performance in capturing market dynamics and generating robust trading signals, as validated through comprehensive backtesting on high-frequency cryptocurrency data.

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