価値分配強化学習アルゴリズムに基づくポートフォリオ管理

関連する実験動画

Updated: Feb 17, 2026

Operant Protocols for Assessing the Cost-benefit Analysis During Reinforced Decision Making by Rodents
07:05

Operant Protocols for Assessing the Cost-benefit Analysis During Reinforced Decision Making by Rodents

Published on: September 10, 2018

6.5K

Yan Yang1, Tian Wang1, Yiding Fu1

  • 1Strategic Development Department Southern Power Grid Capital Holding Co., Ltd., Guangzhou, China.

Frontiers in artificial intelligence
|February 16, 2026
PubMed
まとめ

この研究は,ポートフォリオ管理のための新しい強化学習アルゴリズムを導入し,リターンを向上させ,リスクを制御します. この新しいアプローチは,現実世界の市場データにおいて,従来の戦略を大幅に上回ります.

キーワード:
アクター・クリティック・アルゴリズムポートフォリオの最適化,ポートフォリオの最適化定量金融とは,定量金融のことです.強化学習による学習です.価値分配リスクマネジメント

関連する概念動画

Decision Making: P-value Method01:09

Decision Making: P-value Method

The process of hypothesis testing based on the P-value method includes calculating the P- value using the sample data and interpreting it.
First, a specific claim about the population parameter is proposed. The claim is based on the research question and is stated in a simple form. Further, an opposing statement to the claim  is also stated. These statements can act as null and alternative hypotheses:  a null hypothesis would be a neutral statement while the alternative hypothesis can...
7.0K
Reinforcement01:23

Reinforcement

Positive and negative reinforcement are key concepts in operant conditioning, a learning process where the consequences of a behavior affect the likelihood of that behavior being repeated.
Positive reinforcement occurs when a behavior is followed by the presentation of a rewarding stimulus, increasing the frequency of that behavior. For example:
969
Reinforcement Schedules01:24

Reinforcement Schedules

Positive reinforcement is a powerful method for teaching new behaviors to both animals and humans. B.F. Skinner demonstrated this with his experiments using rats in a Skinner box. When a rat pressed a lever, it received a food pellet. This immediate reward encouraged the rat to repeat the behavior. This method, where a reward follows every instance of the behavior, is known as continuous reinforcement. It is highly effective for establishing new behaviors quickly.
Once a behavior is learned,...
538
Distribution Reliability and Automation01:25

Distribution Reliability and Automation

Distribution reliability in electrical power systems is critical for ensuring an uninterrupted power supply to consumers at minimal cost. According to IEEE Standard Terms, reliability is the probability that a device will function without failure over a specified time period or amount of usage. For electric power distribution, this translates to maintaining continuous power supply and addressing customer concerns over power outages. Several indices, as defined by IEEE Standard 1366-2012, are...
521
Probability Distributions01:32

Probability Distributions

 The probability of a random variable x  is the likelihood of its occurrence. A probability distribution represents the probabilities of a random variable using a formula, graph, or table. There are two types of probability distribution– discrete probability distribution and continuous probability distribution.
A discrete probability distribution is a probability distribution of discrete random variables. It can be categorized into binomial probability distribution and Poisson...
12.2K
Observational Learning01:12

Observational Learning

Albert Bandura's observational learning, also known as imitation or modeling, occurs when a person observes and imitates another's behavior. It is a quicker process than operant conditioning. A well-known example is the Bobo doll study, where children who saw an adult acting aggressively towards the doll were more likely to act aggressively when left alone, compared to those who observed a nonaggressive adult. Many psychologists view observational learning as a form of latent learning...
1.0K