• Corpus ID: 236912965

Factor Representation and Decision Making in Stock Markets Using Deep Reinforcement Learning

@article{Dong2021FactorRA,
  title={Factor Representation and Decision Making in Stock Markets Using Deep Reinforcement Learning},
  author={Zhaolu Dong and Shan Huang and Simiao Ma and Yining Qian},
  journal={ArXiv},
  year={2021},
  volume={abs/2108.01758}
}
Deep Reinforcement learning is a branch of unsupervised learning in which an agent learns to act based on environment state in order to maximize its total reward. Deep reinforcement learning provides good opportunity to model the complexity of portfolio choice in high-dimensional and data-driven environment by leveraging the powerful representation of deep neural networks. In this paper, we build a portfolio management system using direct deep reinforcement learning to make optimal portfolio… 
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