Deep graph convolutional reinforcement learning for financial portfolio management - DeepPocket.

Farzan Soleymani Eric Paquet

Published in: Expert Syst. Appl. (2021)

Keyphrases

portfolio management
reinforcement learning
portfolio optimization
financial data
portfolio selection
deep learning
transaction costs
decision making
sharpe ratio
machine learning
stock market
directed graph
factor analysis
multistage
problems involving
shortest path problem