Research map / Reinforcement learning / Visual and representation RL
FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| combine PPO, A2C and DDPG into a rolling-window ensemble agent instead of single agents | DRL stock trading agent · DJIA stock trading 2020/07/01-2022/03/31 | Sharpe ratio: 1.37 -> 1.53 vs best single agent A2C | Helped |
| ensemble vs DJIA index buy-and-hold | Ensemble agent · DJIA stock trading 2020/07/01-2022/03/31 | annual return: 19.7% -> 25.9% | Helped |
| ensemble vs DJIA index on drawdown | Ensemble agent · DJIA stock trading 2020/07/01-2022/03/31 | max drawdown: -11.3% -> -11.4% | No clear effect |
| single PPO or DDPG agent vs DJIA index | PPO/DDPG · DJIA stock trading 2020/07/01-2022/03/31 | Sharpe ratio: 1.32 -> 0.99 (PPO), 0.88 (DDPG) | Hurt |
Closest papers by meaning
- FinSearchComp: Towards a Realistic, Expert-Level Evaluation of Financial Search and Reasoning (ICLR 2026 · similarity 0.86)
- Robust Reinforcement Learning in Finance: Modeling Market Impact with Elliptic Uncertainty Sets (NeurIPS 2025 · similarity 0.86)
- Logic-Q: Improving Deep Reinforcement Learning-based Quantitative Trading via Program Sketch-based Tuning (AAAI 2025 · similarity 0.86)
- EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading (AAAI 2024 · similarity 0.85)
- Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI 2024 · similarity 0.85)
- Towards Financial World Modeling (NeurIPS 2026 · similarity 0.85)
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