Meta-Learning Reinforcement Learning for Crypto-Return Prediction
Junqiao Wang, Zhaoyang Guan, Guanyu Liu, Tianze Xia, Xianzhi Li, Shuo Yin, Xinyuan Song, Chuhan Cheng, Tianyu Shi, Alex Lee
公開日: 2025/9/11
Abstract
Predicting cryptocurrency returns is notoriously difficult: price movements are driven by a fast-shifting blend of on-chain activity, news flow, and social sentiment, while labeled training data are scarce and expensive. In this paper, we present Meta-RL-Crypto, a unified transformer-based architecture that unifies meta-learning and reinforcement learning (RL) to create a fully self-improving trading agent. Starting from a vanilla instruction-tuned LLM, the agent iteratively alternates between three roles-actor, judge, and meta-judge-in a closed-loop architecture. This learning process requires no additional human supervision. It can leverage multimodal market inputs and internal preference feedback. The agent in the system continuously refines both the trading policy and evaluation criteria. Experiments across diverse market regimes demonstrate that Meta-RL-Crypto shows good performance on the technical indicators of the real market and outperforming other LLM-based baselines.