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

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...