Stock Trading Strategies Based on Deep Reinforcement Learning

Table 3

PR comparison of different methods in the Chinese stock market dataset.

PR (%)
	B&H [41]	Model 1 [31]			LSTM-based [34]	TFJ-DRL [35]	HW_LSTM_RL [36]	Ours
Stock		n = 3	n = 6	n = 9
002460	365.62	−50.66	−19.48	−68.11	133.29	379.32	257.68	418.12
601101	−18.93	−14.38	−18.07	−19.77	−18.79	−28.59	−25.09	−9.28
600746	2.49	16.17	7.54	31.55	2.85	0.14	4.05	32.30
600316	438.22	472.61	480.32	524.03	492.31	502.73	536.28	595.93
600028	−19.22	20.87	22.35	19.56	18.70	12.49	21.38	23.94
600900	26.21	28.25	22.11	25.67	9.44	19.63	27.14	24.35
002129	189.41	193.78	163.50	173.92	176.40	178.05	190.31	196.67
600704	−2.91	10.89	16.54	12.34	9.91	15.26	18.28	22.98
600377	0.58	6.09	3.82	10.41	11.12	6.73	9.41	14.05
300122	285.45	268.52	259.87	298.91	275.26	290.35	301.48	309.67
Average	126.69	52.68	50.62	53.69	111.05	137.61	134.09	162.87