Kien Hien Chi Duong

PPO-HRAP: Proximal Policy Optimization with a Hybrid Regime-Aware Policy for Risk-Controlled Trading

Reinforcement learning for trading often struggles to balance upside participation with drawdown control. Profit-only policies can collapse toward passive long exposure on upward-drifting assets, while aggressively risk-penalized rewards can become too defensive during volatile periods. This paper proposes PPO-HRAP, a...