Image Representation of Time Series for Reinforcement Learning Trading Agent

  • Guinther K. da Costa Pontifical Catholic University of Parana
  • Leandro dos S. Coelho Pontifical Catholic University of Parana, Federal University of Parana
  • Roberto Z. Freire1 Pontifical Catholic University of Parana
Keywords: Stock trading, Algorithmic trading, Financial market, Machine learning, Reinforcement learning, Time series forecasting


The availability of diverse data has increased the demand for expertise in algorithmic trading strategies. Reinforcement learning has shown interesting applicability in a wide range of tasks, especially in some challenging problems as trading, where slow model convergence, inference speed, and reduced model accuracy appear as barriers in this type of application. In this paper, we propose the transformation of time series into images considering a transfer learning based on a semi-supervised model with deep Q learning agents, where labels were generated by an evolutionary algorithm to improve both training speed and performance measures.