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Financial Vision Based Reinforcement Learning Trading Strategy

3 February 2022
Yun-Cheng Tsai
Fu-Min Szu
Jun-Hao Chen
Samuel Yen-Chi Chen
    AIFin
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Abstract

Recent advances in artificial intelligence (AI) for quantitative trading have led to its general superhuman performance in significant trading performance. However, the potential risk of AI trading is a "black box" decision. Some AI computing mechanisms are complex and challenging to understand. If we use AI without proper supervision, AI may lead to wrong choices and make huge losses. Hence, we need to ask about the AI "black box", including why did AI decide to do this or not? Why can people trust AI or not? How can people fix their mistakes? These problems also highlight the challenges that AI technology can explain in the trading field.

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