Stock Trading Strategies Based on Deep Reinforcement Learning

Table 6

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

MDD (%)
	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	41.32	60.70	50.50	69.37	56.68	48.05	41.32	41.32
601101	56.98	42.17	39.50	43.90	56.29	59.38	57.80	46.44
600746	42.58	44.56	40.65	36.01	52.47	53.53	39.68	49.84
600316	25.36	26.71	26.59	26.83	28.91	30.12	34.40	25.12
600028	50.03	53.17	51.77	56.82	17.20	43.95	23.39	15.58
600900	16.19	15.29	19.40	16.38	19.95	17.23	18.34	17.42
002129	35.48	35.21	38.76	34.92	35.48	42.83	32.57	30.41
600704	25.77	26.91	25.08	26.96	30.79	36.24	24.16	23.37
600377	19.76	19.84	20.62	18.26	20.31	23.48	18.22	15.45
300122	38.07	38.28	40.96	36.05	42.60	39.12	38.55	34.89
Average	35.15	36.28	35.58	36.55	36.07	39.39	32.84	29.98