Single-asset trading on AMZN (test)
0.2485CRFINCON
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| FINCONCategory=Our Model2024.07 | 0.2485 | 0.904 | 25.889 | |
| DQNCategory=DRL-based2024.07 | 0.1117 | 0.398 | 31.174 | |
| PPOCategory=DRL-based2024.07 | 0.0386 | 0.138 | 28.085 | |
| B&HCategory=Market2024.07 | 0.0203 | 0.072 | 34.241 | |
| GACategory=LLM-based2024.07 | -0.0563 | -0.199 | 37.213 | |
| A2CCategory=DRL-based2024.07 | -0.1256 | -0.444 | 37.106 | |
| FinMemCategory=LLM-based2024.07 | -0.1801 | -0.773 | 36.825 | |
| FinAgentCategory=LLM-based2024.07 | -0.2459 | -1.493 | 33.074 | |
| FinGPTCategory=LLM-based2024.07 | -0.2981 | -1.81 | 29.671 |