Stock Trading Strategies Based on Deep Reinforcement Learning

Table 9

SR comparison of different methods in the S&P 500 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
AMD	1.55	1.64	1.59	1.69	1.42	1.30	1.61	1.73
AAL	−0.16	0	−0.56	−0.54	−0.24	−0.36	0.12	0.42
BIO	1.29	1.32	1.14	1.30	1.27	1.12	1.22	1.36
BLK	0.98	0.92	0.83	1.16	0.85	0.96	1.06	1.24
TSLA	2.08	2.11	1.87	1.79	1.69	1.92	2.13	2.21
AAPL	1.76	1.78	1.62	1.81	1.68	1.74	1.71	1.85
GOOGL	0.85	0.56	0.93	0.92	0.71	0.81	0.86	1.11
IBM	0.16	0.19	0.23	0.10	0.42	0.28	0.21	0.55
HST	0.08	0.09	0.05	0.07	0.05	0.07	0.11	0.16
PG	0.89	0.91	0.93	0.75	0.65	0.90	0.82	0.98
Average	0.95	0.95	0.86	0.91	0.85	0.87	0.99	1.16