Daily Shaarli

All links of one day in a single page.

August 8, 2019

AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks

AlphaStock fully exploits the interrelationship among stocks, and
opens a door for solving the “black box” problem of using deep learning models in financial markets. The back-testing and simulation experiments over U.S. and Chinese stock markets showed that

AlphaStock performed much better than other competing strategies. Interestingly, AlphaStock suggests buying stocks with high long-term growth, low volatility, high intrinsic value, and being
undervalued recently.