研究生: |
黃仕勳 Shr-Shiun Huang |
---|---|
論文名稱: |
深度強化學習結合 Black-Litterman 模型之資產配置組合於 ETF 市場 Deep Reinforcement Learning and the Black-Litterman model for portfolio optimization on the ETF market |
指導教授: |
呂永和
Yung-Ho Leu |
口試委員: |
楊維寧
Wei-Ning Yang 陳雲岫 Yun-Shiow Chen |
學位類別: |
碩士 Master |
系所名稱: |
管理學院 - 資訊管理系 Department of Information Management |
論文出版年: | 2023 |
畢業學年度: | 112 |
語文別: | 英文 |
論文頁數: | 41 |
中文關鍵詞: | 深度強化學習 、Black-Litterman模型 、資產配置 、指數股票型基金 、深度確定策略梯度 |
外文關鍵詞: | Deep Reinforcement Learning, Black-Litterman, Portfolio Optimization, ETF, DDPG |
相關次數: | 點閱:405 下載:0 |
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