GraphSAGE with deep reinforcement learning for financial portfolio optimization.
Qiguo SunXueying WeiXibei YangPublished in: Expert Syst. Appl. (2024)
Keyphrases
- portfolio optimization
- reinforcement learning
- portfolio selection
- portfolio management
- problems involving
- stock market
- factor analysis
- risk management
- stock price
- optimization methods
- bi objective
- stock exchange
- robust optimization
- investment decisions
- optimal policy
- evolutionary algorithm
- learning algorithm
- sharpe ratio
- data mining
- dynamic programming
- objective function
- machine learning