1 |
I. Bajeux-Besnainou, . V. Jordan, and R. Portait, "Dynamic Asset Allocation for Stocks, Bonds, and Cash," The Journal of Business, vol.76, no. 2, pp. 263-288, (2003).
DOI
|
2 |
J. Lee, K. Kim, and J. Lee, "Singularity Avoidance Path Planning on Cooperative Task of Dual Manipulator Using DDPG Algorithm," Journal of Korea Robotics Society, vol. 16, no. 2, pp. 137-146, (2021).
DOI
|
3 |
Y. Kim, S. M. Hong, and J. Oh, "Design of Control Algorithm for Micro Electric Vehicle Suspension System Using Reinforcement Learning Algorithm," Transactions of the Korean Society for Noise and Vibration Engineering, vol. 32, no. 2, pp. 124-132, (2022).
DOI
|
4 |
S. Kim, "Robo-Advisor Algorithm with Intelligent View Model", Journal of intelligence and information systems, pp. 39-55, (2019).
|
5 |
M. Garcia-Galiciaab, A. A. Carsteanuab, and J. B. Clempnerab, "Continuous-time reinforcement learning approach for portfolio management with time penalization," Expert Systems with Applications, vol. 7, no. 1, pp. 27-36, (2019).
|
6 |
D. Lee, and M. Kwon, "Combating Stop-and-Go Wave Problem at a Ring Road Using Deep Reinforcement Learning Based Autonomous Vehicles," The Journal of Korean Institute of Communications and Information Sciences, vol. 46, no. 10, pp. 1667-1682, (2021).
DOI
|
7 |
Y. Yoo, D. Kim, and J. Lee, "A Performance Comparison of Super Resolution Model with Different Activation Functions," KIPS Trans. Softw. and Data Eng, vol. 9, no. 10, pp. 303-308, (2020).
DOI
|
8 |
D. Lee, "Comparison of Activation Functions using Deep Reinforcement Learning for Autonomous Driving on Intersection," The Journal of The Institute of Internet, Broadcasting and Communication, vol. 21, no. 6, pp. 117-122, (2021).
DOI
|
9 |
H. Markowitz, "Portfolio Selection," Journal of Finance,, pp. 77-91, (1952).
|
10 |
W. Lee, "Performance Evaluation of Portfolio using a Deep Q-Networks," Journal of Next-generation Convergence Information Services Technology, vol.10, no. 4, pp. 459-470, (2021).
DOI
|
11 |
G. P. Brinson, P. L. Randolph-Hood, and G. L. Beebower,, "Determinants of Portfolio Performance," Financial Analysts Journal,, vol. 51, no. 1, pp. 133-138, (1955).
DOI
|