Deep Graph Convolutional Reinforcement Learning for Financial Portfolio Management - DeepPocket.
Farzan SoleymaniEric PaquetPublished in: CoRR (2021)
Keyphrases
- portfolio management
- reinforcement learning
- portfolio optimization
- financial data
- deep learning
- portfolio selection
- sharpe ratio
- transaction costs
- decision making
- directed graph
- directed acyclic graph
- stock market
- learning algorithm
- network architecture
- factor analysis
- financial markets
- shortest path problem
- risk management
- non stationary
- dynamic programming