mlsanityData to 7 Oct 2026

Application of deep reinforcement learning for Indian stock trading automation

arXiv 2106.16088 ↗First posted 18 May 2021q-fin.TR cs.LGcited by 2

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Abstract (arXiv)

In stock trading, feature extraction and trading strategy design are the two important tasks to achieve long-term benefits using machine learning techniques. Several methods have been proposed to design trading strategy by acquiring trading signals to maximize the rewards. In the present paper the theory of deep reinforcement learning is applied for stock trading strategy and investment decisions to Indian markets. The experiments are performed systematically with three classical Deep Reinforcement Learning models Deep Q-Network, Double Deep Q-Network and Dueling Double Deep Q-Network on ten Indian stock datasets. The performance of the models are evaluated and comparison is made.

Key facts. Cited by 2 papers in the map (data through 7 Oct 2026). Builds on 4 of its 27 references that are in the map. First posted on arXiv 18 May 2021.

Builds on

4 of 27 references.

References · 4

  1. 2015Deep Reinforcement Learning with Double Q-learningcited by 1,704
  2. 2018Practical Deep Reinforcement Learning Approach for Stock Tradingcited by 49
  3. 2020A Deep Reinforcement Learning Framework for Continuous Intraday Market Biddingcited by 15
  4. 2019Global Stock Market Prediction Based on Stock Chart Images Using Deep Q-Networkcited by 3

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Cited by year (2026 to 7 Oct)

Citing papers per year: 2022: 1; 2023: 0; 2024: 0; 2025: 0; 2026: 1.

2 papers.