A Hybrid AI-Based Decision Support Framework Integrating Temporal Graph Neural Network and Reinforcement Learning for Portfolio Rebalancing

JoongHyun Park, Sehyun Kim, Junghyun Back, Hamin Kim, Kyungsik Lee. Hyun Lee

Abstract

1. 서론

2. 관련 연구 (Related Works)

3. 제안 모델 (Proposed Hybrid AI Model)

4. 실험 설계 (Experimental Design)

5. 결과 및 논의 (Results and Discussion)

6. 결론 및 향후 연구 (Conclusion and Future Work)

Reference

백테스팅 자료 저장소

깃허브

https://github.com/sehyun00/SMS_Backtesting

백테스팅 결과 값

결과값