Stock Trading Strategies Based on Deep Reinforcement Learning

Table 7

PR comparison of different methods in the S&P 500 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
AMD	296.09	323.08	315.36	337.61	301.28	283.45	336.72	352.67
AAL	−55.78	−11.73	−75.31	−28.66	−60.89	−70.49	−18.58	−3.69
BIO	122.72	136.15	116.40	129.37	128.24	133.61	140.27	143.67
BLK	79.56	83.41	75.94	84.28	74.25	78.97	82.62	85.39
TSLA	1060.14	1167.90	1005.81	986.43	958.22	1024.26	1130.22	1184.59
AAPL	216.41	218.39	206.28	224.83	197.34	209.41	213.70	227.61
GOOGL	54.76	22.87	34.83	61.24	39.29	50.87	52.97	62.47
IBM	0.41	2.46	5.51	−2.31	18.25	8.50	4.18	28.30
HST	−15.05	−10.81	−18.92	−14.06	−17.51	−14.32	−10.63	−3.47
PG	47.52	49.84	50.06	46.61	40.94	44.72	50.25	52.04
Average	180.68	198.16	171.60	182.53	167.94	174.90	198.17	212.96