arxivcs.LG2026-07-03
Trading Confidence: Comprehensive Uncertainty Estimation in Algorithmic Trading
Lin Li, Li Rong Wang, Hsuan Fu, Xiuyi Fan
Reinforcement Learning (RL) has emerged as a powerful approach in financial trading, enabling agents to learn optimal strategies through direct market interaction. However, financial markets are highly uncertain, with price fluctuations driven by stochastic volatility, model limi…