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Practical Deep Reinforcement Learning Approach for Stock Trading

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arxiv 1811.07522 v3 pith:LUH4GQYA submitted 2018-11-19 cs.LG q-fin.TRstat.ML

classification cs.LGq-fin.TRstat.ML
keywords tradingstrategydeeplearningreinforcementstockagentapproach
verification ladder T0 review T1 audit T2 compute T3 formal

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Stock trading strategy plays a crucial role in investment companies. However, it is challenging to obtain optimal strategy in the complex and dynamic stock market. We explore the potential of deep reinforcement learning to optimize stock trading strategy and thus maximize investment return. 30 stocks are selected as our trading stocks and their daily prices are used as the training and trading market environment. We train a deep reinforcement learning agent and obtain an adaptive trading strategy. The agent's performance is evaluated and compared with Dow Jones Industrial Average and the traditional min-variance portfolio allocation strategy. The proposed deep reinforcement learning approach is shown to outperform the two baselines in terms of both the Sharpe ratio and cumulative returns.

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Cited by 3 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Directly Learning Stock Trading Strategies Through Profit Guided Loss Functions

    cs.LG 2025-07 reject novelty 5.0 of 10

    A set of profit-based loss functions lets time-series networks output daily long/short portfolio weights directly, and the best configuration reports 48 to 53 percent backtested annual returns on 50 S&P 500 stocks ove...

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  3. Trading Devil RL: Backdoor attack via Stock market, Bayesian Optimization and Reinforcement Learning

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