Abstract: We propose a reinforcement learning (RL) framework for ranking and prioritizing social media comments to inform algorithmic trading decisions. Focusing on Twitter, a high-frequency platform for market discourse, we introduce a market-aligned reward signal that directly links comment relevance to real-world financial outcomes—bypassing shallow engagement metrics such as likes or retweets. To address the challenges of sparse and delayed feedback, we adopt Group Relative Policy Optimization (GRPO), a sample-efficient RL method that eliminates the need for a critic network.
Paper Type: Short
Research Area: NLP Applications
Research Area Keywords: Financial/business NLP
Contribution Types: NLP engineering experiment
Languages Studied: English
Submission Number: 7503
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