Deep graph convolutional reinforcement learning for financial portfolio management–DeepPocket
F Soleymani, E Paquet - Expert Systems with Applications, 2021 - Elsevier
Portfolio management aims at maximizing the return on investment while minimizing risk by
continuously reallocating the assets forming the portfolio. These assets are not independent …
continuously reallocating the assets forming the portfolio. These assets are not independent …
GPM: A graph convolutional network based reinforcement learning framework for portfolio management
S Shi, J Li, G Li, P Pan, Q Chen, Q Sun - Neurocomputing, 2022 - Elsevier
Portfolio management is a decision-making process of periodically reallocating a certain
amount of funds into a portfolio of assets, with the objective of maximizing the profits …
amount of funds into a portfolio of assets, with the objective of maximizing the profits …
[HTML][HTML] Financial portfolio optimization with online deep reinforcement learning and restricted stacked autoencoder—DeepBreath
F Soleymani, E Paquet - Expert Systems with Applications, 2020 - Elsevier
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 …
expected return of investment and minimizing the risk, is known as portfolio management. In …
DeepTrader: a deep reinforcement learning approach for risk-return balanced portfolio management with market conditions Embedding
Most existing reinforcement learning (RL)-based portfolio management models do not take
into account the market conditions, which limits their performance in risk-return balancing. In …
into account the market conditions, which limits their performance in risk-return balancing. In …
A deep reinforcement learning framework for the financial portfolio management problem
Financial portfolio management is the process of constant redistribution of a fund into
different financial products. This paper presents a financial-model-free Reinforcement …
different financial products. This paper presents a financial-model-free Reinforcement …
Deep reinforcement learning (drl) for portfolio allocation
E Benhamou, D Saltiel, JJ Ohana, J Atif… - Machine Learning and …, 2021 - Springer
Deep reinforcement learning (DRL) has reached an unprecedent level on complex tasks like
game solving (Go [6], StarCraft II [7]), and autonomous driving. However, applications to real …
game solving (Go [6], StarCraft II [7]), and autonomous driving. However, applications to real …
MAPS: Multi-agent reinforcement learning-based portfolio management system
Generating an investment strategy using advanced deep learning methods in stock markets
has recently been a topic of interest. Most existing deep learning methods focus on …
has recently been a topic of interest. Most existing deep learning methods focus on …
Asset correlation based deep reinforcement learning for the portfolio selection
T Zhao, X Ma, X Li, C Zhang - Expert Systems with Applications, 2023 - Elsevier
Portfolio selection is an important application of AI in the financial field, which has attracted
considerable attention from academia and industry alike. One of the great challenges in this …
considerable attention from academia and industry alike. One of the great challenges in this …
Ric-nn: A robust transferable deep learning framework for cross-sectional investment strategy
K Nakagawa, M Abe… - 2020 IEEE 7th International …, 2020 - ieeexplore.ieee.org
Stock return predictability is an important research theme as it reflects our economic and
social organization, and significant efforts are made to explain the dynamism therein …
social organization, and significant efforts are made to explain the dynamism therein …
GraphSAGE with deep reinforcement learning for financial portfolio optimization
Q Sun, X Wei, X Yang - Expert Systems with Applications, 2024 - Elsevier
Portfolio optimization is an active management strategy that aims to maximize returns and
control risk within reasonable limits. The Proximal Policy Optimization (PPO), a robust on …
control risk within reasonable limits. The Proximal Policy Optimization (PPO), a robust on …