Deep Reinforcement Learning for Quantitative Finance: Time Series Forecasting using Proximal Policy Optimization

Abstract

Investment and financial management has existed as a field of study for quite some time, with roots in practical application. One of the approaches used in order to assist with investment decision making is the broad area of modelling. Modelling approaches can be found within multiple distinct, but still related, unique fields. These include statistics, machine learning, deep learning, reinforcement learning, discrete mathematics, dynamic programming, and many more. Not only are there multiple