portfolio asset allocation reinforcement learning method using actor critic model

摘要

The present invention relates to a portfolio asset allocation reinforcement learning method using an actor critical model, and more particularly, to a portfolio asset allocation reinforcement learning method using an actor-critic model based on a DPG (Deterministic Policy Gradient) algorithm. . According to the present invention, there is an effect of finding an optimized portfolio by using an actor-critic model based on a Deterministic Policy Gradient (DPG) algorithm for asset allocation.