Deep graph convolutional reinforcement learning for financial portfolio management - DeepPocket

Farzan Soleymani, Eric Paquet

Abstract: Highlights•Portfolio management using a deep graph convolutional reinforcement learning method.•Extracting low-dimensional features using Restricted Stacked Autoencoder.•Interrelation among financial instruments is obtained using a DeepPocket method.•An actor-critic framework is exploited to enforce the investment policy.•The reinforcement learning framework is trained both offline and online.