Stock Trading Strategies Based on Deep Reinforcement Learning

Table 4

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

AR (%)
	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	67.25	−51.75	−4.72	−100	45.64	68.09	59.14	70.37
601101	−4.73	−4.63	−7.73	−7.70	−4.64	−11.62	−8.97	0.95
600746	11.58	13.31	9.47	15.52	21.76	16.59	12.30	28.18
600316	72.53	74.23	74.72	76.08	68.28	67.12	72.29	79.83
600028	5.32	5.21	6.81	4.69	6.99	5.72	6.33	7.39
600900	12.35	13.82	10.47	12.04	5.83	11.36	12.74	11.69
002129	53.14	54.26	48.12	50.33	49.41	51.42	54.02	58.90
600704	2.32	7.43	10.06	8.49	9.32	9.95	11.47	13.28
600377	1.73	3.11	1.63	5.84	6.42	2.58	4.23	7.70
300122	60.18	57.12	55.84	61.40	60.52	62.47	59.24	65.39
Average	28.17	17.21	20.47	12.67	26.95	28.37	28.28	34.37