Reinforcement Learning in Stock Trading

Quang-Vinh Dang (1)

1 IUH - Industrial University of Ho Chi Minh city

Using machine learning techniques in financial markets, particularly in stock trading, attracts a lot of attention from both academia and practitioners in recent years. Researchers have studied different supervised and unsupervised learning techniques to either predict stock price movement or make decisions in the market. In this paper we study the usage of reinforcement learning techniques in stock trading. We evaluate the approach on real-world stock dataset. We compare the deep reinforcement learning approach with state-of-the-art supervised deep learning prediction in real-world data. Given the nature of the market where the true parameters will never be revealed, we believe that the reinforcement learning has a lot of potential in decision-making for stock trading.

Domaines: Ingénierie, finance et science [cs.CE]

Quang-Vinh Dang. Reinforcement Learning in Stock Trading. International Conference on Computer Science, Applied Mathematics and Applications, 2019, Hanoi, Vietnam. ⟨hal-02306522⟩