Financial portfolio optimization with online deep reinforcement learning and restricted stacked autoencoder - DeepBreath

Farzan Soleymani, Eric Paquet

Abstract: Highlights•Deep reinforcement learning framework called DeepBreath for portfolio management.•Extracting high-level features using restricted stacked autoencoder.•A convolutional neural network is employed to enforce the policy.•The reinforcement learning framework is trained both offline and online.•The settlement problem of stock market transactions is solved with a blockchain.