General Conference of the Institute of Electronics, Information and Communication Engineers
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Presentation Information

9:00 AM - 10:30 AM JST(12:00 AM - 1:30 AM UTC)

[TPO-1-09]Analysis of Market Dependent Risk Adjustment in Reinforcement Learning Asset Allocation

〇Soma Kawase1, Nina Sviridova1,2 (1. Tokyo City University, 2. The Univercity of Tokyo)

Keywords:

Reinforcement Learning,Asset Allocation,Reward Function Design,Market Regime Estimation

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