Using Data Augmentation Based Reinforcement Learning for Daily Stock Trading
In algorithmic trading, adequate training data set is key to making profits. However, stock trading data in units of a day can not meet the great demand for reinforcement learning. To address this problem, we proposed a framework named data augmentation based reinforcement learning (DARL) which uses...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-08-01
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Series: | Electronics |
Subjects: | |
Online Access: | https://www.mdpi.com/2079-9292/9/9/1384 |