EAAI Journal 2026 Journal Article
Adaptive multi-agent stock trading decision support system based on deep reinforcement learning
- Xu Yuan
- Jiaqiang Wang
- Shaokui Gu
- Yi Guo
- Ange Qi
- Shijin Li
- Liang Zhao
The stock market is a highly dynamic, complex, and uncertain environment, where traditional investment strategies and technical analysis tools often fail to provide reliable guidance, leading to increased investment risk and uncertainty. This study aims to develop an adaptive multi-agent stock trading decision support system that can effectively respond to volatile market conditions while balancing returns and risk management. We propose a deep reinforcement learning framework based on the Dueling Deep Q-Network (Dueling DQN) algorithm, in which multiple agents independently make optimal trading decisions based on the constructed environment state. The system incorporates a redesigned reward function, a dynamic exploration strategy, and a risk management mechanism to ensure real-time adaptation to market feedback. Extensive experiments on domestic and international market data demonstrate that the proposed system outperforms existing models, effectively responds to market shocks, and exhibits superior adaptability across different market conditions. The proposed multi-agent trading system achieves a robust balance between profitability and risk control, indicating its potential economic value and applicability in dynamic financial markets.