Sign inGet started
Paper · arXiv

Self-Supervised Auxiliary Task Discovery for Stable Reinforcement Learning in Stock Trading

Reinforcement learning has gained increasing attention as a data-driven approach for stock trading. However, learning a policy that is both profitable and stable remains challenging due to non-stationary market behaviour and noisy reward signals. Auxiliary tasks are often used to improve representation learning and stabilize training, yet they are usually designed manually and depend heavily on prior assumptions about targets and prediction horizons. Such fixed designs may not remain suitable across changing market regimes. In this work, we propose a self-supervised framework that automatically discovers auxiliary tasks to support reinforcement learning for stock trading. The auxiliary ta...

AuthorsArishi Orra, Himanshu Choudhary, Manoj Thakur
Primary categorycs.LG
Published16 August 2026
Last updated at source16 August 2026
cs.LGq-fin.CPstat.ML
Embed this entry
<iframe src="https://silytics.si/embed/item/c8eae99b-7571-4f0a-bade-8de252d967a9" width="420" height="190" style="border:0" loading="lazy" title="Silytics entry"></iframe>

Free, no tracking. More about feeds and embeds.

Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 17 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.