Deep Reinforcement Learning for Equity Trading: Benchmarking Actor-Critic Methods with Forward Retraining

arXiv:2609.31870 · cs.LG, cs.AI, cs.CE, cs.MA · Submitted 2026-09-25 · Read on arXiv

cs.LG, cs.AI, cs.CE, cs.MA

Submitted: 2026-09-25

Updated: 2026-09-25

Code: https://github.com/DLR-RM/stable-baselines3

Terminology

• Reinforcement Learning — 20× in this paper · explained in 4 episodes
• Actor — 14× in this paper · explained in 3 episodes
• Deep Reinforcement Learning — 11× in this paper · explained in 2 episodes
• alpha — 7× in this paper · explained in 1 episode
• Benchmark — 5× in this paper · explained in 2 episodes
• Loss Function — 5× in this paper · explained in 2 episodes
• Action Space — 4× in this paper · explained in 1 episode
• International Conference on Machine Learning — 3× in this paper
• Benchmarking — 2× in this paper · explained in 3 episodes
• Feature Engineering — 2× in this paper · explained in 3 episodes
• Proximal Policy Optimization — 2× in this paper
• Regularization — 2× in this paper · explained in 3 episodes
• Soft Actor-Critic — 2× in this paper
• Sparsity — 2× in this paper · explained in 4 episodes
• Adam — 1× in this paper · explained in 2 episodes
• Deep Deterministic Policy Gradient — 1× in this paper
• Deep Reinforcement Learning (DRL) — 1× in this paper · explained in 2 episodes
• Exponential Moving Average (EMA) — 1× in this paper · explained in 2 episodes
• Proximal Policy Optimization (PPO) — 1× in this paper · explained in 5 episodes
• Reward Function — 1× in this paper · explained in 2 episodes
• Robustness — 1× in this paper · explained in 5 episodes
• Soft Actor-Critic (SAC) — 1× in this paper · explained in 2 episodes
• Time Series Forecasting — 1× in this paper · explained in 3 episodes

Sources

• AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks
• Practical Deep Reinforcement Learning Approach for Stock Trading
• Proximal Policy Optimization Algorithms
• Connecting Generative Adversarial Networks and Actor-Critic Methods
• Continuous control with deep reinforcement learning

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