Stock Trading Strategies Based on Deep Reinforcement Learning

Table 8

AR comparison of different methods in the S&P 500 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
AMD	63.19	65.01	64.23	67.49	63.13	54.20	69.41	72.26
AAL	−13.27	−0.04	−48.11	−13.73	−20.70	−35.88	6.82	32.25
BIO	38.92	41.57	36.93	39.61	28.29	37.43	40.57	42.73
BLK	31.10	31.48	29.85	32.17	25.30	31.72	32.96	33.20
TSLA	99.24	100.03	97.15	96.09	84.61	94.83	96.25	103.85
AAPL	51.27	52.28	49.54	53.23	46.49	50.30	52.81	55.71
GOOGL	23.87	22.04	14.19	25.57	19.11	22.86	22.97	25.94
IBM	5.06	5.12	6.16	2.59	12.58	8.30	5.65	16.34
HST	4.16	4.69	3.73	4.01	5.04	4.92	6.44	8.92
PG	20.56	20.87	21.65	18.02	19.83	21.41	20.36	24.14
Average	32.41	34.30	27.53	32.51	28.37	29.01	35.42	41.43