Financial portfolio optimization with online deep reinforcement learning and restricted stacked autoencoder—DeepBreath

•Deep reinforcement learning framework called DeepBreath for portfolio management.•Extracting high-level features using restricted stacked autoencoder.•A convolutional neural network is employed to enforce the policy.•The reinforcement learning framework is trained both offline and online.•The settl...

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Vydané v:	Expert systems with applications Ročník 156; s. 113456
Hlavní autori:	Soleymani, Farzan, Paquet, Eric
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Elsevier Ltd 15.10.2020 Elsevier Elsevier BV
Predmet:	Artificial neural networks Blockchain Cryptography Deep learning Deep reinforcement learning Distance learning Investment strategy Machine learning Online leaning Optimization Portfolio management Restricted stacked autoencoder Return on investment Risk Settlement risk Test sets Restricted stacked autoencoder Deep reinforcement learning Online leaning Portfolio management Settlement risk Blockchain
ISSN:	0957-4174, 1873-6793
On-line prístup:	Získať plný text
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