Deep Reinforcement Learning Hands-On - Second Edition

10

Stocks Trading Using RL

Rather than learning new methods to solve toy reinforcement learning (RL) problems in this chapter, we will try to utilize our deep Q-network (DQN) knowledge to deal with the much more practical problem of financial trading. I can't promise that the code will make you super rich on the stock market or Forex, because my goal is much less ambitious: to demonstrate how to go beyond the Atari games and apply RL to a different practical domain.

In this chapter, we will:

• Implement our own OpenAI Gym environment to simulate the stock market
• Apply the DQN method that you learned in Chapter 6, Deep Q-Networks, and Chapter 8, DQN Extensions, to train an agent to trade stocks to maximize profit

Trading

There are a lot of financial ...