Deep Reinforcement Learning and Transfer Learning Methods Used in Autonomous Financial Trading Agents

Ciprian Paduraru, Catalina Patilea, Stefan Iordache

2024

Abstract

It is reported that some of the largest companies from the banking and business sectors are investing massively in the field of trading with automated methods. The methods used vary from classical time series based methods to Deep Learning and more recently Reinforcement Learning (RL). The main goal of this work is first to improve the state of the art in RL-based trading agents. Then, we focus on evaluating the robustness of the trained agents when they are transferred to different trading markets than the ones they were trained on. The framework we developed, RL4FIN, is open source and can be tested by both academia and industry. The evaluation section shows the improvements over state-of-the-art using some public datasets.

Paper Citation

in Harvard Style

Paduraru C., Patilea C. and Iordache S. (2024). Deep Reinforcement Learning and Transfer Learning Methods Used in Autonomous Financial Trading Agents. In Proceedings of the 16th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART; ISBN 978-989-758-680-4, SciTePress, pages 15-26. DOI: 10.5220/0012194000003636

in Bibtex Style

@conference{icaart24,
author={Ciprian Paduraru and Catalina Patilea and Stefan Iordache},
title={Deep Reinforcement Learning and Transfer Learning Methods Used in Autonomous Financial Trading Agents},
booktitle={Proceedings of the 16th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART},
year={2024},
pages={15-26},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0012194000003636},
isbn={978-989-758-680-4},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 16th International Conference on Agents and Artificial Intelligence - Volume 2: ICAART
TI - Deep Reinforcement Learning and Transfer Learning Methods Used in Autonomous Financial Trading Agents
SN - 978-989-758-680-4
AU - Paduraru C.
AU - Patilea C.
AU - Iordache S.
PY - 2024
SP - 15
EP - 26
DO - 10.5220/0012194000003636
PB - SciTePress