Stock Trading Strategies Based on Deep Reinforcement Learning

Table 5

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

SR
	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	1.72	−1.01	−0.08	−1.56	1.04	1.75	1.47	1.83
601101	−0.13	−0.21	−0.41	−0.32	−0.13	−0.31	−0.24	0.03
600746	0.25	0.39	0.29	0.62	0.49	0.30	0.41	0.52
600316	1.77	1.79	1.83	1.89	1.65	1.73	1.92	2.00
600028	0.23	0.21	0.34	0.19	0.35	0.22	0.27	0.49
600900	0.74	0.81	0.67	0.72	0.34	0.68	0.71	0.70
002129	1.23	1.25	1.18	1.16	1.20	1.12	1.22	1.34
600704	0.08	0.35	0.41	0.39	0.38	0.40	0.43	0.50
600377	0.10	0.22	0.15	0.35	0.39	0.24	0.30	0.46
300122	1.64	1.67	1.52	1.69	1.48	1.61	1.70	1.78
Average	0.76	0.55	0.59	0.51	0.72	0.77	0.82	0.97