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...

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Bibliographic Details
Main Authors: Yuyu Yuan, Wen Wen, Jincui Yang
Format: Article
Language:English
Published: MDPI AG 2020-08-01
Series:Electronics
Subjects:
Online Access:https://www.mdpi.com/2079-9292/9/9/1384