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Machine Learning & RL

Deep Reinforcement Learning for Automated Stock Trading

Yang, H. et al. · 2025

What this means for traders

Combining multiple reinforcement learning algorithms handles market regime changes better than any single algorithm.

Abstract

Demonstrates that an ensemble of RL algorithms (PPO, A2C, DDPG) adapts better to market regime changes than individual algorithms, generating superior Sharpe ratios on the Dow Jones index.

Reinforcement LearningEnsemble MethodsAutomated TradingDDPGPPO
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