Financial portfolio optimization with online deep reinforcement learning and restricted stacked autoencoder - DeepBreath.
Farzan SoleymaniEric PaquetPublished in: Expert Syst. Appl. (2020)
Keyphrases
- portfolio optimization
- reinforcement learning
- portfolio selection
- portfolio management
- problems involving
- risk management
- factor analysis
- bi objective
- robust optimization
- stock market
- stock price
- learning algorithm
- stock exchange
- optimization methods
- sharpe ratio
- investment decisions
- financial markets
- matrix factorization
- particle swarm optimization
- k means
- neural network