APPARATUS AND METHOD FOR GENERATING ASSET PORTFOLIO BASED ON REINFORCEMENT LEARNING

摘要

The device for generating an asset portfolio based on reinforcement learning includes a register receiving information on a plurality of assets and information on a plurality of asset allocation strategies, and generating a strategy ranking model that predicts a ranking for the plurality of asset allocation strategies. A strategy ranking model generation unit, an asset ranking model generation unit that generates an asset ranking model that predicts rankings for the plurality of assets, the strategy ranking model, and any one of the plurality of asset allocation strategies based on the asset ranking model And a strategy selection unit for selecting an asset allocation strategy, and a portfolio generation unit for generating a portfolio based on the selected asset allocation strategy.