Tampere University of Technology

TUTCRIS Research Portal

Deep Reinforcement Learning for Financial Trading Using Price Trailing

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review


Original languageEnglish
Title of host publication2019 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019 - Proceedings
Number of pages5
ISBN (Electronic)9781479981311
Publication statusPublished - 1 May 2019
Publication typeA4 Article in a conference publication
EventIEEE International Conference on Acoustics, Speech, and Signal Processing - Brighton, United Kingdom
Duration: 12 May 201917 May 2019


ConferenceIEEE International Conference on Acoustics, Speech, and Signal Processing
CountryUnited Kingdom


Developing accurate financial analysis tools can be useful both for speculative trading, as well as for analyzing the behavior of markets and promptly responding to unstable conditions ensuring the smooth operation of the financial markets. This led to the development of various methods for analyzing and forecasting the behaviour of financial assets, ranging from traditional quantitative finance to more modern machine learning approaches. However, the volatile and unstable behavior of financial markets forbids the accurate prediction of future prices, reducing the performance of these approaches. In contrast, in this paper we propose a novel price trailing method that goes beyond traditional price forecasting by reformulating trading as a control problem, effectively overcoming the aforementioned limitations. The proposed method leads to developing robust agents that can withstand large amounts of noise, while still capturing the price trends and allowing for taking profitable decisions.


  • Deep Reinforcement Learning, Financial Markets, Price Forecasting, Trading

Publication forum classification

Field of science, Statistics Finland