PST: Improving Quantitative Trading via Program Sketch-based Tuning

Deep reinforcement learning (DRL) has revolutionized quantitative finance by achieving decent performance without significant human expert knowledge. Despite its achievements, we observe that the current state-of-the-art DRL models are still ineffective in identifying the market trend, causing them...

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Veröffentlicht in:	arXiv.org 2024-04
Hauptverfasser:	Li, Zhiming, Jiang, Junzhe, Cao, Yushi, Cui, Aixin, Wu, Bozhi, Li, Bo, Liu, Yang, Sun, Dongning
Format:	Artikel
Sprache:	eng
Schlagworte:	Trends Tuning
Online-Zugang:	Volltext
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