Welcome to Scholar Publishing Group

Socio-Economic Statistics Research, 2025, 6(1); doi: 10.38007/SESR.2025.060103.

Research on Multi-market Stock Index Prediction and Trading Strategy Optimization Based on Complex Network and Reinforcement Learning

Author(s)

Tao Zhou, Fangting Gong

Corresponding Author:
Tao Zhou
Affiliation(s)

School of Economics, Wuhan Donghu University, Wuhan, Hubei, 430212, China

Abstract

Given the highly coupled global financial markets and the rapid progress of information transmission, traditional single-market stock index prediction and trading strategies are no longer able to cope with investment needs in a multi-market dynamic environment. This paper presents a multi-market stock index prediction and trading strategy system model that integrates complex network structure modeling and reinforcement learning optimization mechanism. It constructs a dynamic financial network based on sliding windows and correlation indicators, which can capture the structural correlation and evolution trend between various market indexes. It introduces graph neural networks (GNNs) to analyze the potential characteristics of graph structures, and integrates reinforcement learning frameworks to design adaptive trading strategies. It further uses multi-agent game mechanisms to depict the interactive mode of market behavior and improve the robustness and generalization level of strategies. In the empirical part, ten major global stock index data sets from 2010 to 2023 are used for backtesting. The proposed model is superior to traditional time series models and strategy methods in terms of prediction accuracy, profitability and risk control. The study provides new ideas for dynamic modeling and risk control of complex financial systems, and also lays a theoretical and practical foundation for the design of intelligent trading systems in a multi-market environment.

Keywords

Complex Network; Graph Neural Network; Reinforcement Learning; Multi-Market Stock Index Prediction

Cite This Paper

Tao Zhou, Fangting Gong. Research on Multi-market Stock Index Prediction and Trading Strategy Optimization Based on Complex Network and Reinforcement Learning. Socio-Economic Statistics Research (2025), Vol. 6, Issue 1: 23-32. https://doi.org/10.38007/SESR.2025.060103.

References

[1] Dong P. Construction of Movie Knowledge Graph and Design of Recommendation System Based on Movielens Dataset Expansion[C]//The International Conference on Cyber Security Intelligence and Analytics. Cham: Springer Nature Switzerland, 2024: 540-550.

[2] Zhang J. Research on Dynamic Stability Identification and Early Warning System for Engineering Vehicles Integrating Machine Learning and Data Driven Technology[J]. Academic Journal of Computing & Information Science, 2025, 8(2): 51-55.

[3] Huang T. Design and Implementation of a High Concurrency Online Payment Platform Based on Distributed Microservice Architecture[C]//The International Conference on Cyber Security Intelligence and Analytics. Cham: Springer Nature Switzerland, 2024: 551-560.

[4] Wang Y. Quality Control and Preventive Maintenance Site Management of Oil Drilling Machinery Equipment Based on Intelligent Monitoring[J]. Academic Journal of Engineering and Technology Science, 2025, 8(1): 50-55.

[5] Jun Ye, Multimodal Medical Data Intelligent Classification Method and System Implementation Based on Improved SVM and Similarity Learning Algorithm, International Journal of World Medicine, 2025, 6(1),19-27

[6] Hongjun Wu, Research on Malicious Code Detection Technology for Binary and WASM Bytecode Files in Web3.0 Distributed Applications, International Journal of Big Data Intelligent Technology, 2025, 6(1), 92-100

[7] Bukun Ren, Efficient Multimodal Visual Segmentation Model Based on Phased Fusion of Differential Modalities, International Journal of Big Data Intelligent Technology, 2025, 6(1), 109-117

[8] Yuchen Liu, Research on Intelligent Transformation and Risk Warning Mechanism of Enterprise Financial Management Based on Big Data Technology, International Journal of Big Data Intelligent Technology, 2025, 6(1), 82-91

[9] Xiangtian Hui, Research on Medical Named Entity Recognition Technology Based on Prompt BioMRC Model for Deep NLP Algorithm, International Journal of Big Data Intelligent Technology, 2025, 6(1),118-125

[10] Lu, Chuying. "Design of a 3D Reconstruction System for Immovable Cultural Relics Based on Multi View Stereo Matching and Nerf Fusion." 2025, 6(1),36-43

[11] Zhang, Jinshuo "Optimization of Highway Engineering Design and Data-Driven Decision Support Based on Machine Learning Algorithm." Journal of Network Computing and Applications (2025), 10(1): 8-13

[12] Bukun Ren, Calculation Model and System Implementation of Similarity Measurement of Multiple Electronic Medical Records Based on Deep Learning and Multi-Modal Abstract Extraction, International Journal of World Medicine, 2025, 6(1), 9-18

[13] Jun Ye, Design of a Non-Invasive Brain Computer Interface System for Handwritten Text Based on L2 Regularization and Attention Supervision Paradigm, and Optimization of EEG Signal Decoding, International Journal of Big Data Intelligent Technology, 2025, 6(1),126-134

[14] Li, Xuan. "Research on the Review Technology of Building Fire Protection Design Drawings Based on BlM." Frontiers in Science and Engineering 5.2 (2025): 113-118.

[15] Dishu Yang, Application of Data Privacy Protection Technology in Social Media Platforms, Journal of Computer Science and Artificial Intelligence, 2025, 2(2),53-56

[16] Xu Y. Research on UAV Navigation System Based on Behavioral Programming[C]//2024 IEEE 7th International Conference on Automation, Electronics and Electrical Engineering (AUTEEE). IEEE, 2024: 419-425.

[17] Li, X.(2025)“Research on the application of GPS, total station and CAD Technology in architectural Grid.” Computer Life (2024),12(3),36-39.

[18] Ma Z. Innovative Application of Reinforcement Learning in User Growth and Behavior Prediction[J]. European Journal of AI, Computing & Informatics, 2025, 1(1): 18-24.

[19] Liu Z. Research on the Application of Signal Integration Model in Real-Time Response to Social Events[J]. Journal of Computer, Signal, and System Research, 2025, 2(2): 102-106.

[20] Hao L. Research on Autonomous Driving Path Planning Technology Based on Reinforcement Learning[J]. Journal of Computer, Signal, and System Research, 2025, 2(3): 52-58.

[21] Chen J. Exploration of Intelligent Geographic Information System Development in Big Data Era[J]. Journal of Computer, Signal, and System Research, 2025, 2(3): 24-30.

[22] Liu X. Research on Optimizing Virtual Reality User Experience Based on Large Language Models[J]. Journal of Computing and Electronic Information Management, 2025, 16(2): 5-10.

[23] Ding M. Application of AI Technology in Improving Design Process Efficiency[J]. European Journal of AI, Computing & Informatics, 2025, 1(1): 101-106.

[24] Zhu Z. Research on Parallel Execution Techniques for Improving the Expandability of Database Systems[J]. Journal of Computer, Signal, and System Research, 2025, 2(3): 69-74.

[25] Zhou Y. Application of Anomaly Detection Mechanism in Large-Scale Data Processing[J]. European Journal of AI, Computing & Informatics, 2025, 1(1): 78-84.

[26] Chen, H., Yang, Y., & Shao, C. (2021). Multi-task learning for data-efficient spatiotemporal modeling of tool surface progression in ultrasonic metal welding. Journal of Manufacturing Systems, 58, 306-315.

[27] Shanshan Feng, Ke Ma, Gongpin Cheng, Risk Evolution along the Oil and Gas Industry Chain: Insights from Text Mining Analysis, Finance Research Letters, 2025, 106813, ISSN 1544-6123

[28] Xiang, Y., Li, J., & Ma, K. (2024, October). Stock Price Prediction with Bert-BiLSTM Fusion Model in Bimodal Mode. In Proceeding of the 2024 5th International Conference on Computer Science and Management Technology (pp. 1219-1223).

[29] Li, Bin. "Application of Data Analysis in Climate Policy in Environmental Planning." Frontiers in Science and Engineering 5.2 (2025): 106-112.

[30] Cui, Naizhong. "Optimization Strategies for Traffic Signal and Identification Design." Frontiers in Science and Engineering 5.2 (2025): 92-98.

[31] Wang, Buqin. "Strategies and Practices for Load Test Optimization in Distributed Systems." Scientific Journal of Technology 7.2 (2025): 132-137.

[32] Chen, Anyi. "Application of Quantum Computing Technology in the Optimization of Search Sorting for Fashion E-commerce." Journal of Computer Science and Artificial Intelligence 2.2 (2025): 8-11.

[33] Li, Xuan. "Research on the Review Technology of Building Fire Protection Design Drawings Based on BlM." Frontiers in Science and Engineering 5.2 (2025): 113-118.

[34] Ma, K. (2024). Employee Satisfaction and Firm Performance: Evidence from a Company Review Website. International Journal of Global Economics and Management, 4(2), 407-416.

[35] Xingyu Liu, Exploration of Personalized User Experience Optimization in Virtual Reality with Deep Learning, International Journal of Finance and Investment, 2025, 2(2),15-19

[36] Peng, Yicheng"Development Path and Improvement Suggestions for Traditional Financial Robo-Advisors under AI+Cloud Computing ." Information Systems and Economics (2024), 5(3): 105-111

[37] Chen, H., Zuo, J., Zhu, Y., Kabir, M. R., & Han, A. (2024). Polar-Space Frequency-Domain Filtering for Improved Pulse-echo Speed of Sound Imaging with Convex Probes. In 2024 IEEE Ultrasonics, Ferroelectrics, and Frequency Control Joint Symposium (UFFC-JS) (pp. 1-4). IEEE.

[38] Dishu Yang, Privacy Protection Measures in Large-Scale Data Environments, Frontiersin Science and Engineering, 2025,5(3),140-146

[39] Zhang X. The Application of Machine Learning Combined with Graph Databases in Financial Technology[J]. European Journal of AI, Computing & Informatics, 2025, 1(1): 71-77.

[40] Chen, H., Zhu, Y., Zuo, J., Kabir, M. R., & Han, A. (2024). TranSpeed: Transformer-based Generative Adversarial Network for Speed-of-sound Reconstruction in Pulse-echo Mode. In 2024 IEEE Ultrasonics, Ferroelectrics, and Frequency Control Joint Symposium (UFFC-JS) (pp. 1-4). IEEE.

[41] Zou Y. Application of Cross Platform Integration Technology in Modern Communication Systems[J]. European Journal of AI, Computing & Informatics, 2025, 1(1): 64-70.