Bi-Cheng Wang

Deep Reinforcement Learning for Equity Trading: Benchmarking Actor-Critic Methods with Forward Retraining

Consistently profitable trading is difficult because equity markets are noisy, non-stationary, and only partially predictable from historical data. We benchmark five deep reinforcement learning (DRL) actor-critic methods: A2C, PPO, DDPG, TD3, and SAC, that learn trading actions end-to-end from market states, and compar...