{"id":"https://openalex.org/W2153911983","doi":"https://doi.org/10.1007/978-3-540-30115-8_29","title":"Dynamic Asset Allocation Exploiting Predictors in Reinforcement Learning Framework","display_name":"Dynamic Asset Allocation Exploiting Predictors in Reinforcement Learning Framework","publication_year":2004,"publication_date":"2004-01-01","ids":{"openalex":"https://openalex.org/W2153911983","doi":"https://doi.org/10.1007/978-3-540-30115-8_29","mag":"2153911983"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-540-30115-8_29","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-30115-8_29","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5067188904","display_name":"O Jangmin","orcid":null},"institutions":[{"id":"https://openalex.org/I139264467","display_name":"Seoul National University","ror":"https://ror.org/04h9pn542","country_code":"KR","type":"education","lineage":["https://openalex.org/I139264467"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Jangmin O","raw_affiliation_strings":["School of Computer Science and Engineering, Seoul National University, San 56-1, Shillim-dong, Kwanak-gu, Seoul, 151-742, Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computer Science and Engineering, Seoul National University, San 56-1, Shillim-dong, Kwanak-gu, Seoul, 151-742, Korea","institution_ids":["https://openalex.org/I139264467"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100330921","display_name":"Jae Won Lee","orcid":"https://orcid.org/0000-0002-3718-2704"},"institutions":[{"id":"https://openalex.org/I165677929","display_name":"Sungshin Women's University","ror":"https://ror.org/0500xzf72","country_code":"KR","type":"education","lineage":["https://openalex.org/I165677929"]},{"id":"https://openalex.org/I31766871","display_name":"Sookmyung Women's University","ror":"https://ror.org/00vvvt117","country_code":"KR","type":"education","lineage":["https://openalex.org/I31766871"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Jae Won Lee","raw_affiliation_strings":["Department of Multimedia Science, Sookmyung Women\u2019s University, 53-12 Chongpa-dong 2-ga, Yongsan-gu, Seoul, 140-742, Korea","School of Computer Science and Engineering, Sungshin Women\u2019s University, Dongsun-dong, Sungbuk-gu, Seoul, 136-742, Korea","School of Computer Science and Engineering, Sungshin Women's University, Dongsun-dong, Sungbuk-gu, Seoul, 136-742, Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Multimedia Science, Sookmyung Women\u2019s University, 53-12 Chongpa-dong 2-ga, Yongsan-gu, Seoul, 140-742, Korea","institution_ids":["https://openalex.org/I31766871"]},{"raw_affiliation_string":"School of Computer Science and Engineering, Sungshin Women\u2019s University, Dongsun-dong, Sungbuk-gu, Seoul, 136-742, Korea","institution_ids":["https://openalex.org/I165677929"]},{"raw_affiliation_string":"School of Computer Science and Engineering, Sungshin Women's University, Dongsun-dong, Sungbuk-gu, Seoul, 136-742, Korea","institution_ids":["https://openalex.org/I165677929"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101424771","display_name":"Jongwoo Lee","orcid":"https://orcid.org/0000-0003-1093-7430"},"institutions":[{"id":"https://openalex.org/I165677929","display_name":"Sungshin Women's University","ror":"https://ror.org/0500xzf72","country_code":"KR","type":"education","lineage":["https://openalex.org/I165677929"]},{"id":"https://openalex.org/I31766871","display_name":"Sookmyung Women's University","ror":"https://ror.org/00vvvt117","country_code":"KR","type":"education","lineage":["https://openalex.org/I31766871"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Jongwoo Lee","raw_affiliation_strings":["Department of Multimedia Science, Sookmyung Women\u2019s University, 53-12 Chongpa-dong 2-ga, Yongsan-gu, Seoul, 140-742, Korea","School of Computer Science and Engineering, Sungshin Women\u2019s University, Dongsun-dong, Sungbuk-gu, Seoul, 136-742, Korea","Department of Multimedia Science, Sookmyung Women's University, 53-12 Chongpa-dong 2-ga, Yongsan-gu, Seoul, 140-742, Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Multimedia Science, Sookmyung Women\u2019s University, 53-12 Chongpa-dong 2-ga, Yongsan-gu, Seoul, 140-742, Korea","institution_ids":["https://openalex.org/I31766871"]},{"raw_affiliation_string":"School of Computer Science and Engineering, Sungshin Women\u2019s University, Dongsun-dong, Sungbuk-gu, Seoul, 136-742, Korea","institution_ids":["https://openalex.org/I165677929"]},{"raw_affiliation_string":"Department of Multimedia Science, Sookmyung Women's University, 53-12 Chongpa-dong 2-ga, Yongsan-gu, Seoul, 140-742, Korea","institution_ids":["https://openalex.org/I31766871"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5107826037","display_name":"Byoung\u2010Tak Zhang","orcid":null},"institutions":[{"id":"https://openalex.org/I139264467","display_name":"Seoul National University","ror":"https://ror.org/04h9pn542","country_code":"KR","type":"education","lineage":["https://openalex.org/I139264467"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Byoung-Tak Zhang","raw_affiliation_strings":["School of Computer Science and Engineering, Seoul National University, San 56-1, Shillim-dong, Kwanak-gu, Seoul, 151-742, Korea"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computer Science and Engineering, Seoul National University, San 56-1, Shillim-dong, Kwanak-gu, Seoul, 151-742, Korea","institution_ids":["https://openalex.org/I139264467"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":11,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"298","last_page":"309"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":0.9948999881744385,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":0.9948999881744385,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9690999984741211,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11995","display_name":"FinTech, Crowdfunding, Digital Finance","score":0.9599999785423279,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.867304801940918},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.8453469276428223},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.5699683427810669},{"id":"https://openalex.org/keywords/asset-allocation","display_name":"Asset allocation","score":0.5485017895698547},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.47903528809547424},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.390130877494812},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.3524709939956665},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.1422649323940277},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.11847090721130371},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.052740275859832764}],"concepts":[{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.867304801940918},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8453469276428223},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.5699683427810669},{"id":"https://openalex.org/C139819358","wikidata":"https://www.wikidata.org/wiki/Q462748","display_name":"Asset allocation","level":3,"score":0.5485017895698547},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.47903528809547424},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.390130877494812},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.3524709939956665},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.1422649323940277},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.11847090721130371},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.052740275859832764},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-540-30115-8_29","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-30115-8_29","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/16","display_name":"Peace, Justice and strong institutions","score":0.6800000071525574}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W1486653676","https://openalex.org/W1508947067","https://openalex.org/W1515851193","https://openalex.org/W1544465231","https://openalex.org/W1549091287","https://openalex.org/W1583274360","https://openalex.org/W1585575029","https://openalex.org/W1605499914","https://openalex.org/W2089556049","https://openalex.org/W2121863487","https://openalex.org/W2158663270","https://openalex.org/W2169015875","https://openalex.org/W2492794003","https://openalex.org/W2911283634","https://openalex.org/W2914656440","https://openalex.org/W3106798976","https://openalex.org/W4214717370","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W4306904969","https://openalex.org/W2138720691","https://openalex.org/W4362501864","https://openalex.org/W4380318855","https://openalex.org/W3084456289","https://openalex.org/W2024136090","https://openalex.org/W4391331176","https://openalex.org/W2031695474","https://openalex.org/W2586732548","https://openalex.org/W2332156480"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":7},{"year":2020,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
