  The problem of how to take the right actions to make profits in sequential
process continues to be difficult due to the quick dynamics and a significant
amount of uncertainty in many application scenarios. In such complicated
environments, reinforcement learning (RL), a reward-oriented strategy for
optimum control, has emerged as a potential technique to address this strategic
decision-making issue. However, reinforcement learning also has some
shortcomings that make it unsuitable for solving many financial problems,
excessive resource consumption, and inability to quickly obtain optimal
solutions, making it unsuitable for quantitative trading markets. In this
study, we use two methods to overcome the issue with contextual information:
contextual Thompson sampling and reinforcement learning under supervision which
can accelerate the iterations in search of the best answer. In order to
investigate strategic trading in quantitative markets, we merged the earlier
financial trading strategy known as constant proportion portfolio insurance
(CPPI) into deep deterministic policy gradient (DDPG). The experimental results
show that both methods can accelerate the progress of reinforcement learning to
obtain the optimal solution.
