DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 김우창 | - |
dc.contributor.author | Kim, Hyun | - |
dc.contributor.author | 김현 | - |
dc.date.accessioned | 2024-07-25T19:31:01Z | - |
dc.date.available | 2024-07-25T19:31:01Z | - |
dc.date.issued | 2023 | - |
dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=1045801&flag=dissertation | en_US |
dc.identifier.uri | http://hdl.handle.net/10203/320613 | - |
dc.description | 학위논문(석사) - 한국과학기술원 : 산업및시스템공학과, 2023.8,[iii, 23 p. :] | - |
dc.description.abstract | This paper proposes a framework called AC-DQN that combines Mixed Integer linear programming models with Deep Q-Network (DQN) learning to provide an effective approach for personal asset management. ALM models, developed to manage investment strategies considering future liabilities, are well-suited for addressing the specific financial goals and constraints of individuals. The AC-DQN framework extends value-based reinforcement learning to handle continuous action spaces by leveraging MIP representation of networks. This enables the inclusion of action-related equations as constraints, allowing for optimal investment decisions considering goals and constraints. Experimental results demonstrate the effectiveness of the proposed approach in personal asset management, considering goals and constraints. | - |
dc.language | eng | - |
dc.publisher | 한국과학기술원 | - |
dc.subject | 포트폴리오 최적화▼a목표 기반 투자▼a강화 학습▼a연속 행동 공간▼a제약 | - |
dc.subject | Portfolio Optimization▼aGoal Based Investment▼aReinforcement Learning▼aContinuous Action Space▼aConstraint | - |
dc.title | AC-DQN | - |
dc.title.alternative | 목표 기반 투자를 위한 액션 제약 심층 Q-네트워크 | - |
dc.type | Thesis(Master) | - |
dc.identifier.CNRN | 325007 | - |
dc.description.department | 한국과학기술원 :산업및시스템공학과, | - |
dc.contributor.alternativeauthor | Kim, Woo Chang | - |
dc.title.subtitle | action constrained deep Q-network for goal based investment | - |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.