Single-asset trading on GOOG (test)
0.2508CR (%)FINCON
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| FINCONCategory=Our Model2024.07 | 0.2508 | 1.052 | 0.1753 | |
| B&HCategory=Market2024.07 | 0.2242 | 0.891 | 0.2119 | |
| DQNCategory=DRL-based2024.07 | 0.2069 | 0.822 | 0.2119 | |
| A2CCategory=DRL-based2024.07 | 0.0856 | 0.34 | 0.2119 | |
| PPOCategory=DRL-based2024.07 | 0.0243 | 0.097 | 0.252 | |
| FinMemCategory=LLM-based2024.07 | 0.0031 | 0.018 | 0.215 | |
| FinGPTCategory=LLM-based2024.07 | 0.0024 | 0.011 | 0.2698 | |
| GACategory=LLM-based2024.07 | -0.0152 | -0.192 | 0.0821 | |
| FinAgentCategory=LLM-based2024.07 | -0.0744 | -1.024 | 0.1036 |