Algorithmic trading by reinforcement learning in a collaborative manner

doi:10.1016/j.asoc.2026.115168

Algorithmic trading by reinforcement learning in a collaborative manner

2026-04-02

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Long Li

张春霞 (Chunxia Zhang) *

DOI：10.1016/j.asoc.2026.115168

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Abstract

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• We propose an algorithmic trading method by combining RL with distributed learning. • A novel loss function integrating RL and imitation learning is proposed. • The proposed method outperforms several baselines on U.S. stock data. • The novel framework is flexible with various network architectures and RL agents.

Keywords:

Reinforcement Learning

Algorithmic Trading

Distributed Learning

Imitation Learning

Collaborative Framework

Algorithmic trading by reinforcement learning in a collaborative manner

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