I built a DRL model to trade stocks in the financial market but the number of observations is relatively small and I would like to increase it by training the same model with stocks from several different companies. My problem is that I don't know what is the correct way to do this since the price series is a time series. Someone to enlighten me? I have read articles that show that this is possible but none that say how.
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$\begingroup$ Have a look through this stored search $\endgroup$ – kjetil b halvorsen Feb 7 at 13:48
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