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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Bibliographic Details
Published in:Expert systems with applications Vol. 182; p. 115127
Main Authors: Soleymani, Farzan, Paquet, Eric
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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