# A parallel-network continuous quantitative trading model with GARCH and PPO

arXiv: https://arxiv.org/abs/2105.03625 · HTML: https://mlsanity.com/paper/2105.03625/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 1 of its 9 references that are in the map.
- First posted on arXiv 8 May 2021.

## Builds on (most cited first, 1 of 1)

- [Proximal Policy Optimization Algorithms](https://mlsanity.com/paper/1707.06347/) (2017)

## Abstract (arXiv)

It is a difficult task for both professional investors and individual traders continuously making profit in stock market. With the development of computer science and deep reinforcement learning, Buy&Hold (B&H) has been oversteped by many artificial intelligence trading algorithms. However, the information and process are not enough, which limit the performance of reinforcement learning algorithms. Thus, we propose a parallel-network continuous quantitative trading model with GARCH and PPO to enrich the basical deep reinforcement learning model, where the deep learning parallel network layers deal with 3 different frequencies data (including GARCH information) and proximal policy optimization (PPO) algorithm interacts actions and rewards with stock trading environment. Experiments in 5 stocks from Chinese stock market show our method achieves more extra profit comparing with basical reinforcement learning methods and bench models.