Deep Direct Reinforcement Learning for Financial Signal Representation and Trading

Can we train the computer to beat experienced traders for financial assert trading? In this paper, we try to address this challenge by introducing a recurrent deep neural network (NN) for real-time financial signal representation and trading. Our model is inspired by two biological-related learning concepts of deep learning (DL) and reinforcement learning (RL). In the framework, the DL part automatically senses the dynamic market condition for informative feature learning. Then, the RL module interacts with deep representations and makes trading decisions to accumulate the ultimate rewards in an unknown environment. The learning system is implemented in a complex NN that exhibits both the deep and recurrent…

• NN
  National Natural Science Foundation of China

  Awards: 61120106003, 61327902
• NS
  Natural Science Foundation of Jiangsu Province

  Award: BK20150650