FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2971576543> ?p ?o ?g. }

• W2971576543 abstract "The autonomous trading agent is one of the most actively studied areas of artificial intelligence to solve the capital market portfolio management problem. The two primary goals of the portfolio management problem are maximizing profit and restrainting risk. However, most approaches to this problem solely take account of maximizing returns. Therefore, this paper proposes a deep reinforcement learning based trading agent that can manage the portfolio considering not only profit maximization but also risk restraint. We also propose a new target policy to allow the trading agent to learn to prefer low-risk actions. The new target policy can be reflected in the update by adjusting the greediness for the optimal action through the hyper parameter. The proposed trading agent verifies the performance through the data of the cryptocurrency market. The Cryptocurrency market is the best test-ground for testing our trading agents because of the huge amount of data accumulated every minute and the market volatility is extremely large. As a experimental result, during the test period, our agents achieved a return of 1800% and provided the least risky investment strategy among the existing methods. And, another experiment shows that the agent can maintain robust generalized performance even if market volatility is large or training period is short." @default.
• W2971576543 created "2019-09-12" @default.
• W2971576543 creator A5011178657 @default.
• W2971576543 creator A5017666655 @default.
• W2971576543 creator A5030898136 @default.
• W2971576543 date "2019-09-07" @default.
• W2971576543 modified "2023-09-27" @default.
• W2971576543 title "Automatic financial trading agent for low-risk portfolio management using deep reinforcement learning" @default.
• W2971576543 cites W1491302875 @default.
• W2971576543 cites W1555686918 @default.
• W2971576543 cites W1588543591 @default.
• W2971576543 cites W1920661432 @default.
• W2971576543 cites W1964964840 @default.
• W2971576543 cites W1983220355 @default.
• W2971576543 cites W1992893498 @default.
• W2971576543 cites W1996342763 @default.
• W2971576543 cites W2015174807 @default.
• W2971576543 cites W2025053102 @default.
• W2971576543 cites W2030005958 @default.
• W2971576543 cites W2032170121 @default.
• W2971576543 cites W2032730137 @default.
• W2971576543 cites W2034489173 @default.
• W2971576543 cites W2052848417 @default.
• W2971576543 cites W2061160212 @default.
• W2971576543 cites W2073194514 @default.
• W2971576543 cites W2094659867 @default.
• W2971576543 cites W2100752967 @default.
• W2971576543 cites W2106052345 @default.
• W2971576543 cites W2115211925 @default.
• W2971576543 cites W2119657026 @default.
• W2971576543 cites W2121863487 @default.
• W2971576543 cites W2143165415 @default.
• W2971576543 cites W2145339207 @default.
• W2971576543 cites W2150713892 @default.
• W2971576543 cites W2153580489 @default.
• W2971576543 cites W2156370517 @default.
• W2971576543 cites W2344786740 @default.
• W2971576543 cites W2396385459 @default.
• W2971576543 cites W2497847809 @default.
• W2971576543 cites W2559950316 @default.
• W2971576543 cites W2586112617 @default.
• W2971576543 cites W2601741161 @default.
• W2971576543 cites W2731083990 @default.
• W2971576543 cites W2788157503 @default.
• W2971576543 cites W2919115771 @default.
• W2971576543 cites W333233685 @default.
• W2971576543 hasPublicationYear "2019" @default.
• W2971576543 type Work @default.
• W2971576543 sameAs 2971576543 @default.
• W2971576543 citedByCount "2" @default.
• W2971576543 countsByYear W29715765432020 @default.
• W2971576543 crossrefType "posted-content" @default.
• W2971576543 hasAuthorship W2971576543A5011178657 @default.
• W2971576543 hasAuthorship W2971576543A5017666655 @default.
• W2971576543 hasAuthorship W2971576543A5030898136 @default.
• W2971576543 hasConcept C10138342 @default.
• W2971576543 hasConcept C131562839 @default.
• W2971576543 hasConcept C144133560 @default.
• W2971576543 hasConcept C154945302 @default.
• W2971576543 hasConcept C15952604 @default.
• W2971576543 hasConcept C162324750 @default.
• W2971576543 hasConcept C175444787 @default.
• W2971576543 hasConcept C181622380 @default.
• W2971576543 hasConcept C187736073 @default.
• W2971576543 hasConcept C19244329 @default.
• W2971576543 hasConcept C202655437 @default.
• W2971576543 hasConcept C2777780509 @default.
• W2971576543 hasConcept C2780821815 @default.
• W2971576543 hasConcept C41008148 @default.
• W2971576543 hasConcept C74510933 @default.
• W2971576543 hasConcept C78508483 @default.
• W2971576543 hasConcept C91602232 @default.
• W2971576543 hasConcept C97541855 @default.
• W2971576543 hasConceptScore W2971576543C10138342 @default.
• W2971576543 hasConceptScore W2971576543C131562839 @default.
• W2971576543 hasConceptScore W2971576543C144133560 @default.
• W2971576543 hasConceptScore W2971576543C154945302 @default.
• W2971576543 hasConceptScore W2971576543C15952604 @default.
• W2971576543 hasConceptScore W2971576543C162324750 @default.
• W2971576543 hasConceptScore W2971576543C175444787 @default.
• W2971576543 hasConceptScore W2971576543C181622380 @default.
• W2971576543 hasConceptScore W2971576543C187736073 @default.
• W2971576543 hasConceptScore W2971576543C19244329 @default.
• W2971576543 hasConceptScore W2971576543C202655437 @default.
• W2971576543 hasConceptScore W2971576543C2777780509 @default.
• W2971576543 hasConceptScore W2971576543C2780821815 @default.
• W2971576543 hasConceptScore W2971576543C41008148 @default.
• W2971576543 hasConceptScore W2971576543C74510933 @default.
• W2971576543 hasConceptScore W2971576543C78508483 @default.
• W2971576543 hasConceptScore W2971576543C91602232 @default.
• W2971576543 hasConceptScore W2971576543C97541855 @default.
• W2971576543 hasLocation W29715765431 @default.
• W2971576543 hasOpenAccess W2971576543 @default.
• W2971576543 hasPrimaryLocation W29715765431 @default.
• W2971576543 hasRelatedWork W1519574385 @default.
• W2971576543 hasRelatedWork W1635178289 @default.
• W2971576543 hasRelatedWork W1846993743 @default.
• W2971576543 hasRelatedWork W1981037056 @default.
• W2971576543 hasRelatedWork W2062138926 @default.
• W2971576543 hasRelatedWork W2169613135 @default.

• next