“…Several works in financial and machine learning literature have exploited RL in different financial market studies, e.g., financial signal representation [4,7,14], building algorithmic trading [4,8-10, 15, 16], portfolio management [11,17,18], optimizing trade execution [19], Foreign Exchange (FX) asset allocations [20], changes in market regimes [11], and stock market modelling [21,22]. Building algorithmic trading using RL has been the focus of many studies for a range of market settings.…”