Deep graph convolutional reinforcement learning for financial portfolio management – DeepPocket
•Portfolio management using a deep graph convolutional reinforcement learning method.•Extracting low-dimensional features using Restricted Stacked Autoencoder.•Interrelation among financial instruments is obtained using a DeepPocket method.•An actor-critic framework is exploited to enforce the inves...
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| Published in: | Expert systems with applications Vol. 182; p. 115127 |
|---|---|
| Main Authors: | , |
| Format: | Journal Article |
| Language: | English |
| Published: |
New York
Elsevier Ltd
15.11.2021
Elsevier Elsevier BV |
| Subjects: | |
| ISSN: | 0957-4174, 1873-6793 |
| Online Access: | Get full text |
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