{"updated":"2025-01-20T04:41:50.479260+00:00","metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00180938","sets":["6504:9168:9182"]},"path":["9182"],"owner":"6748","recid":"180938","title":["深層強化学習による株式売買戦略の構築"],"pubdate":{"attribute_name":"公開日","attribute_value":"2017-03-16"},"_buckets":{"deposit":"0557d440-86db-429c-aeb9-555fe80116d3"},"_deposit":{"id":"180938","pid":{"type":"depid","value":"180938","revision_id":0},"owners":[6748],"status":"published","created_by":6748},"item_title":"深層強化学習による株式売買戦略の構築","author_link":["391361","391360"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"深層強化学習による株式売買戦略の構築"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"人工知能と認知科学","subitem_subject_scheme":"Other"}]},"item_type_id":"22","publish_date":"2017-03-16","item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_22_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"横浜国大"},{"subitem_text_value":"横浜国大"}]},"item_publisher":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"情報処理学会","subitem_publisher_language":"ja"}]},"publish_status":"0","weko_shared_id":-1,"item_file_price":{"attribute_name":"Billing file","attribute_type":"file","attribute_value_mlt":[{"url":{"url":"https://ipsj.ixsq.nii.ac.jp/record/180938/files/IPSJ-Z79-6N-04.pdf","label":"IPSJ-Z79-6N-04.pdf"},"date":[{"dateType":"Available","dateValue":"2017-05-22"}],"format":"application/pdf","filename":"IPSJ-Z79-6N-04.pdf","filesize":[{"value":"223.5 kB"}],"mimetype":"application/pdf","accessrole":"open_date","version_id":"2eaf8528-04b7-4db4-b23c-62699193c100","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2017 by the Information Processing Society of Japan"}]},"item_22_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"和田, 裕貴"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"長尾, 智晴"}],"nameIdentifiers":[{}]}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourceuri":"http://purl.org/coar/resource_type/c_5794","resourcetype":"conference paper"}]},"item_22_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00349328","subitem_source_identifier_type":"NCID"}]},"item_22_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"近年,深層学習は画像認識や音声認識の分野で目覚ましい成果を上げている.また,深層学習を強化学習に応用するという深層強化学習の研究もなされており,適用先であるアーケードゲームにおいては人間より高得点を示したという報告もされている.そこで,本稿では深層強化学習を株式売買に応用した手法を提案する.本手法では,株価やテクニカル指標の時系列データ,投資家の状態から,将来の報酬の和を最大化するような方策を学習する.さらに本手法では,従来手法のように全所持金で株を購入し,売却時は全ての株を売るといったような単純な売買戦略ではなく,売買株数の最適化も含めて売買戦略の構築を行う.","subitem_description_type":"Other"}]},"item_22_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"346","bibliographic_titles":[{"bibliographic_title":"第79回全国大会講演論文集"}],"bibliographicPageStart":"345","bibliographicIssueDates":{"bibliographicIssueDate":"2017-03-16","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicVolumeNumber":"2017"}]},"relation_version_is_last":true,"weko_creator_id":"6748"},"created":"2025-01-19T00:48:44.196335+00:00","id":180938,"links":{}}