Before revision:  Unlike many previous studies on discrete trading signals in portfolio management , we make the agent to short in a continuous action space , design an arbitrage mechanism based on Arbitrage Pricing Theory, and redesign the activation function for acquiring action vectors , in addition, we redesign neural networks for reinforcement learning with reference to deep neural networks that process image data.
After revision:  Unlike many previous studies on discrete trading signals in portfolio management , we make the agent to short in a continuous action space for portfolio optimization. In addition, we design an arbitrage mechanism based on Arbitrage Pricing Theory, and redesign the activation function for acquiring action vectors , in addition, we redesign neural networks for reinforcement learning with reference to deep neural networks that process image data.