Corpus ID: 235165886

A parallel-network continuous quantitative trading model with GARCH and PPO

  title={A parallel-network continuous quantitative trading model with GARCH and PPO},
  author={Zhishun Wang and Wei Lu and Kaixin Zhang and Tianhao Li and Zixi Zhao},
It is a difficult task for both professional investors and individual traders continuously making profit in stock market. With the development of computer science and deep reinforcement learning, Buy&Hold (B&H) has been oversteped by many artificial intelligence trading algorithms. However, the information and process are not enough, which limit the performance of reinforcement learning algorithms. Thus, we propose a parallel-network continuous quantitative trading model with GARCH and PPO to… Expand

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