Cui, Deguan and Deng, Ailin and Xia, Zhengxun and Zeng, Liqi (2023) Improved Deep Reinforcement Learning Algorithms and Applications in Quantitative Trading in Extreme Stock Markets. In: Proceedings of the 2nd International Conference on Information Economy, Data Modeling and Cloud Computing, ICIDC 2023, June 2–4, 2023, Nanchang, China.
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Abstract
Aiming at the issue that existing deep reinforcement learning algorithms cannot achieve satisfactory returns in the quantitative trading process, particularly during extreme stock market conditions such as sharp declines, we propose an improved TD algorithm based on immediate reward R_t, which we na
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:35 |
| Last Modified: | 17 Apr 2026 02:26 |
| URI: | http://eprints.eai.eu/id/eprint/44458 |
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