Financial Trading on Foreign Exchange (FX) (test)
0.98Total ReturnFinPILOT (SAC)
Evaluation results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| FinPILOT (SAC)Algorithm=SAC, Configuration=Ours (noise + λ)2026.05 | 0.98 | 0.34 | 0.25 | 0.59 | 4.04 | |
| FinPILOT (A2C)Algorithm=A2C, Configuration=Ours (noise + λ)2026.05 | 0.79 | 0.27 | 0.2 | 0.46 | 4.17 | |
| FinPILOT (PPO)Algorithm=PPO, Configuration=Ours (noise + λ)2026.05 | 0.73 | 0.25 | 0.18 | 0.44 | 4.35 | |
| SACAlgorithm=SAC, Configuration=Baseline2026.05 | 0.65 | 0.22 | 0.16 | 0.37 | 4.34 | |
| A2CAlgorithm=A2C, Configuration=Baseline2026.05 | 0.65 | 0.22 | 0.16 | 0.37 | 4.36 | |
| PPOAlgorithm=PPO, Configuration=Baseline2026.05 | 0.55 | 0.19 | 0.14 | 0.32 | 4.32 | |
| TD3Algorithm=TD3, Configuration=Baseline2026.05 | 0.12 | 0.06 | 0.08 | 0.11 | 4.76 | |
| FinPILOT (TD3)Algorithm=TD3, Configuration=Ours (noise + λ)2026.05 | -0.03 | 0.01 | 0 | 0.01 | 4.5 | |
| FinPILOT (DDPG)Algorithm=DDPG, Configuration=Ours (noise + λ)2026.05 | -0.11 | -0.01 | 0 | -0.02 | 4.7 | |
| DDPGAlgorithm=DDPG, Configuration=Baseline2026.05 | -0.42 | -0.11 | -0.08 | -0.19 | 4.91 |