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

Volume: 156, Pages: 113456 - 113456
Published: Oct 1, 2020
Abstract
The process of continuously reallocating funds into financial assets, aiming to increase the expected return of investment and minimizing the risk, is known as portfolio management. In this paper, a portfolio management framework is developed based on a deep reinforcement learning framework called DeepBreath. The DeepBreath methodology combines a restricted stacked autoencoder and a convolutional neural network (CNN) into an integrated...
Paper Details
Title
Financial portfolio optimization with online deep reinforcement learning and restricted stacked autoencoder—DeepBreath
Published Date
Oct 1, 2020
Volume
156
Pages
113456 - 113456
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