{"id":1502,"date":"2024-10-09T07:53:00","date_gmt":"2024-10-08T23:53:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=1502"},"modified":"2024-09-14T08:54:26","modified_gmt":"2024-09-14T00:54:26","slug":"%e4%bb%a5-ai-%e5%bc%ba%e5%8c%96%e5%ad%a6%e4%b9%a0%e4%bc%98%e5%8c%96%e5%8f%8c%e8%be%b9%e4%ba%a4%e6%98%93%e4%b8%8e%e5%80%9f%e8%b4%b7%e6%8a%95%e8%b5%84%e7%bb%84%e5%90%88","status":"publish","type":"post","link":"https:\/\/www.laoyulaoyu.com\/index.php\/2024\/10\/09\/%e4%bb%a5-ai-%e5%bc%ba%e5%8c%96%e5%ad%a6%e4%b9%a0%e4%bc%98%e5%8c%96%e5%8f%8c%e8%be%b9%e4%ba%a4%e6%98%93%e4%b8%8e%e5%80%9f%e8%b4%b7%e6%8a%95%e8%b5%84%e7%bb%84%e5%90%88\/","title":{"rendered":"\u4ee5 AI \u5f3a\u5316\u5b66\u4e60\u4f18\u5316\u53cc\u8fb9\u4ea4\u6613\u4e0e\u501f\u8d37\u6295\u8d44\u7ec4\u5408"},"content":{"rendered":"\n<p>\u4f5c\u8005\uff1a<a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-155.png\" alt=\"\" class=\"wp-image-2036\"\/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u672c\u7814\u7a76\u63d0\u51fa\u57fa\u4e8e\u5f3a\u5316\u5b66\u4e60\u7684\u9ad8\u98ce\u9669\u73af\u5883\u6295\u8d44\u7ec4\u5408\u7ba1\u7406\u6a21\u578b<\/mark>\uff0c\u91c7\u7528\u65b0\u73af\u5883\u516c\u5f0f\u548c\u57fa\u4e8e\u5229\u6da6\u635f\u5931\u7684\u5956\u52b1\u51fd\u6570\uff0c\u7528 Soft Actor-Critic \u4ee3\u7406\u548c\u5377\u79ef\u795e\u7ecf\u7f51\u7edc\u5b9e\u73b0\uff0c\u7ba1\u7406 12 \u79cd\u52a0\u5bc6\u8d44\u4ea7\u6295\u8d44\u7ec4\u5408\u5e76\u5728 Binance \u6c38\u7eed\u671f\u8d27\u5e02\u573a\u6d4b\u8bd5\u3002\u5728\u4e24\u4e2a 16 \u4e2a\u6708\u4e0d\u540c\u5e02\u573a\u6ce2\u52a8\u65f6\u671f\u8868\u73b0\u51fa\u8272\uff0c\u9ad8\u6ce2\u52a8\u6027\u4e0b\u5b9e\u73b0\u66f4\u9ad8\u56de\u62a5\u98ce\u9669\u6bd4\u548c\u7a33\u5065\u76c8\u5229\u80fd\u529b\uff0c<mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u8bc1\u5b9e\u6a21\u578b\u5728\u5229\u7528\u5e02\u573a\u52a8\u6001\u548c\u7ba1\u7406\u6ce2\u52a8\u73af\u5883\u98ce\u9669\u65b9\u9762\u7684\u6709\u6548\u6027<\/mark>\u3002<section style=\"margin-bottom: 0px;\"><section powered-by=\"xiumi.us\"><\/section><\/section><\/pre>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e00\u3001\u7b80\u4ecb<\/strong><\/h2>\n\n\n\n<p>\u4f20\u7edf\u7684\u673a\u5668\u5b66\u4e60\u6a21\u578b\u5f80\u5f80\u4f9d\u8d56\u4e8e\u4ef7\u683c\u8d8b\u52bf\u7684\u9884\u6d4b\uff0c\u800c\u5f3a\u5316\u5b66\u4e60\u6a21\u578b\u5219\u80fd\u591f\u5c06\u9884\u6d4b\u548c\u6743\u91cd\u7ba1\u7406\u878d\u5408\u4e3a\u4e00\u4e2a\u7edf\u4e00\u7684\u8fc7\u7a0b\uff0c\u4ece\u800c\u4f18\u5316\u6295\u8d44\u7ec4\u5408\u7684\u8868\u73b0\u3002\u672c\u6587\u63d0\u51fa\u4e86\u4e00\u79cd\u57fa\u4e8e\u6536\u76ca\u548c\u635f\u5931\u7684\u5956\u52b1\u51fd\u6570\u7684\u73af\u5883\u5f62\u5f0f\uff0c\u5e76\u91c7\u7528\u4e86Soft Actor-Critic\u4ee3\u7406\u548c\u5377\u79ef\u795e\u7ecf\u7f51\u7edc\u4e0e\u591a\u5934\u6ce8\u610f\u529b\u673a\u5236\u7684\u67b6\u6784\uff0c\u4ee5\u63d0\u9ad8\u6a21\u578b\u7684\u98ce\u9669\u7ba1\u7406\u548c\u8d44\u672c\u4f18\u5316\u80fd\u529b\u3002\u672c\u6587\u8fd8\u4ecb\u7ecd\u4e86\u5728Binance\u6c38\u7eed\u671f\u8d27\u5e02\u573a\u4e0a\u4f7f\u7528\u591a\u6837\u5316\u768412\u79cd\u52a0\u5bc6\u8d44\u4ea7\u7ec4\u6210\u7684\u6295\u8d44\u7ec4\u5408\u4f5c\u4e3a\u5f3a\u5316\u5b66\u4e60\u73af\u5883\u7684\u5b9e\u73b0\u65b9\u6cd5\uff0c\u5e76\u5bf9\u6d4b\u8bd5\u7ed3\u679c\u8fdb\u884c\u4e86\u5206\u6790\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e8c\u3001\u76f8\u5173\u5de5\u4f5c<\/strong><\/h2>\n\n\n\n<p>\u6295\u8d44\u7ec4\u5408\u7ba1\u7406\u95ee\u9898\u7684\u6570\u5b66\u5efa\u6a21\u65b9\u6cd5\uff0c\u5305\u62ec\u5355\u671f\u6295\u8d44\u7ec4\u5408\u4f18\u5316\u6a21\u578b\u548c\u591a\u671f\u6295\u8d44\u7ec4\u5408\u4f18\u5316\u6a21\u578b\u3002\u5355\u671f\u6a21\u578b\u91c7\u7528\u9759\u6001\u65b9\u6cd5\uff0c\u5728\u6295\u8d44\u671f\u5f00\u59cb\u65f6\u4f18\u5316\u6295\u8d44\u7ec4\u5408\u6743\u91cd\uff0c\u4f46\u5e38\u88ab\u6279\u8bc4\u8fc7\u4e8e\u4f9d\u8d56\u5386\u53f2\u6570\u636e\u548c\u8fc7\u4e8e\u7b80\u5316\u5047\u8bbe\u3002\u591a\u671f\u6a21\u578b\u5141\u8bb8\u5468\u671f\u6027\u91cd\u65b0\u8bc4\u4f30\u548c\u8c03\u6574\u6295\u8d44\u7ec4\u5408\u6743\u91cd\uff0c\u91c7\u7528\u52a8\u6001\u89c4\u5212\u3001\u968f\u673a\u89c4\u5212\u548c\u968f\u673a\u52a8\u6001\u89c4\u5212\u7b49\u65b9\u6cd5\u5bfb\u627e\u6700\u4f18\u6295\u8d44\u7ec4\u5408\u6743\u91cd\u3002\u5176\u4e2d\uff0c\u57fa\u4e8e\u5f3a\u5316\u5b66\u4e60\u7684\u6295\u8d44\u7ec4\u5408\u7ba1\u7406\u6a21\u578b\u5e94\u7528\u5e7f\u6cdb\uff0c\u5305\u62ec\u4ee3\u7406\u3001\u73af\u5883\u3001\u52a8\u4f5c\u3001\u72b6\u6001\u548c\u5956\u52b1\u51fd\u6570\u7b49\u4e94\u4e2a\u5173\u952e\u5143\u7d20\uff0c\u4ee5\u4f18\u5316\u6743\u91cd\u4f18\u5316\u4e3a\u91cd\u70b9\u3002\u4ee3\u7406\u901a\u5e38\u91c7\u7528\u795e\u7ecf\u7f51\u7edc\u5b9e\u73b0\u7b56\u7565\uff0c\u5b66\u4e60\u7b97\u6cd5\u5305\u62ecQ-learning\u3001DQN\u3001DDQN\u3001DPG\u3001DDPG\u548cA2C\u7b49\u3002\u6700\u8fd1\u7684\u7814\u7a76\u8fd8\u5173\u6ce8\u4e86\u6ce8\u610f\u529b\u673a\u5236\u548c\u5b9a\u5236\u5316\u5b66\u4e60\u7b97\u6cd5\u3002<\/p>\n\n\n\n<p>\u672c\u6587\u7efc\u8ff0\u4e86\u5f3a\u5316\u5b66\u4e60\u5728\u6295\u8d44\u7ec4\u5408\u7ba1\u7406\u4e2d\u7684\u5e94\u7528\u3002\u7814\u7a76\u8005\u4eec\u901a\u8fc7\u8bbe\u8ba1\u73af\u5883\u548c\u5956\u52b1\u51fd\u6570\u6765\u4f18\u5316\u6295\u8d44\u7ec4\u5408\u6743\u91cd\uff0c\u5176\u4e2d\u79bb\u6563\u548c\u8fde\u7eed\u7684\u6743\u91cd\u786e\u5b9a\u65b9\u6cd5\u5404\u6709\u4f18\u7f3a\u70b9\u3002\u6570\u636e\u9884\u5904\u7406\u548c\u6280\u672f\u6307\u6807\u7684\u5e94\u7528\u53ef\u4ee5\u63d0\u9ad8\u6a21\u578b\u6027\u80fd\u3002\u5956\u52b1\u51fd\u6570\u901a\u5e38\u5305\u62ec\u6295\u8d44\u7ec4\u5408\u56de\u62a5\u7387\u3001\u590f\u666e\u6bd4\u7387\u548c\u5229\u6da6\u7b49\u3002\u7136\u800c\uff0c\u73b0\u6709\u7814\u7a76\u5ffd\u7565\u4e86\u8d1f\u6743\u91cd\u548c\u501f\u8d37\u7684\u5f71\u54cd\uff0c\u9700\u8981\u91cd\u65b0\u8bbe\u8ba1\u73af\u5883\u548c\u5956\u52b1\u51fd\u6570\u6765\u66f4\u597d\u5730\u7ba1\u7406\u98ce\u9669\u548c\u8d44\u672c\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e09\u3001\u65b9\u6cd5<\/strong><\/h2>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.1 \u5f3a\u5316\u5b66\u4e60<\/strong><\/h3>\n\n\n\n<p>\u5f3a\u5316\u5b66\u4e60\u53ef\u4ee5\u7528\u5143\u7ec4(S, A, R a , P a , \u03b3)\u6765\u63cf\u8ff0\uff0c\u5176\u4e2dS\u8868\u793a\u72b6\u6001\u8868\u793a\u96c6\u5408\uff0cA\u8868\u793a\u4ee3\u7406\u53ef\u7528\u7684\u884c\u52a8\u96c6\u5408\uff0cR a \u8868\u793a\u7531\u4e8e\u884c\u52a8a\u800c\u8f6c\u79fb\u5230\u65b0\u72b6\u6001\u540e\u7acb\u5373\u83b7\u5f97\u7684\u5956\u52b1\uff0cP a \u8868\u793a\u72b6\u6001\u8f6c\u79fb\u6982\u7387\uff0c\u03b3\u8868\u793a\u6298\u6263\u56e0\u5b50\uff0c\u4ee3\u7406\u7684\u76ee\u6807\u662f\u627e\u5230\u6700\u4f18\u7b56\u7565\uff0c\u5c06\u72b6\u6001\u6620\u5c04\u5230\u884c\u52a8\u4ee5\u6700\u5927\u5316\u7d2f\u79ef\u6298\u6263\u5956\u52b1\u3002\u56fe1\u5c55\u793a\u4e86\u57fa\u4e8e\u5f3a\u5316\u5b66\u4e60\u7684\u6295\u8d44\u7ec4\u5408\u7ba1\u7406\u6a21\u578b\u7684\u7ec4\u6210\u90e8\u5206\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/e95ac983b2cd6d6589cb9a2f92d24ba6.png\" alt=\"\" class=\"wp-image-2037\"\/><\/figure>\n\n\n\n<h3 class=\"wp-block-heading\"><br><strong>3.2 \u6570\u636e\u9884\u5904\u7406<\/strong><\/h3>\n\n\n\n<p>\u5728\u5e94\u7528\u795e\u7ecf\u7f51\u7edc\u524d\u9700\u8981\u5bf9\u8d44\u4ea7\u4ef7\u683c\u8fdb\u884c\u9884\u5904\u7406\uff0c\u5c06\u4ef7\u683c\u6570\u636e\u89c4\u8303\u5316\u5e76\u8f6c\u6362\u4e3a\u5f20\u91cf\u3002\u5f20\u91cf\u7684\u7ef4\u5ea6\u4e3aM\u00d74\u00d7N\uff0c\u5176\u4e2dM\u8868\u793a\u6295\u8d44\u7ec4\u5408\u8d44\u4ea7\u6570\u91cf\uff0c4\u8868\u793a\u7279\u5f81\u6570\u91cf\uff08\u5f00\u76d8\u4ef7\u3001\u6700\u9ad8\u4ef7\u3001\u6700\u4f4e\u4ef7\u548c\u6536\u76d8\u4ef7\uff09\uff0cN\u8868\u793a\u6bcf\u4e2a\u7279\u5f81\u7684\u5386\u53f2\u6570\u636e\u957f\u5ea6\u3002\u5f20\u91cf\u5305\u542b\u4e86M\u4e2a\u4ef7\u683c\u5411\u91cf\uff0c\u6bcf\u4e2a\u5411\u91cf\u5305\u542b\u4e86\u56db\u4e2a\u7ef4\u5ea6\uff0c\u5206\u522b\u662f\u5f00\u76d8\u4ef7\u3001\u6700\u9ad8\u4ef7\u3001\u6700\u4f4e\u4ef7\u548c\u6536\u76d8\u4ef7\uff0c\u8fd9\u4e9b\u7ef4\u5ea6\u88ab\u89c4\u8303\u5316\u4ee5\u53cd\u6620\u76f8\u5bf9\u4ef7\u683c\u53d8\u5316\uff0c\u5e76\u5f15\u5165\u4e86\u989d\u5916\u7684\u7f29\u653e\u566a\u58f0\u4ee5\u4f7f\u4ee3\u7406\u66f4\u5177\u5e02\u573a\u566a\u58f0\u7684\u97e7\u6027\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/bc17d9e2f8a7bae9e4e45efeffd46b3c.png\" alt=\"\" class=\"wp-image-2038\"\/><\/figure>\n\n\n\n<h3 class=\"wp-block-heading\"><br><strong>3.3 RL Agent<\/strong><\/h3>\n\n\n\n<p>\u4f7f\u7528SAC\u4ee3\u7406\uff0c\u5305\u62ecactor\u548ccritic\u4e24\u4e2a\u7f51\u7edc\uff0cactor\u786e\u5b9a\u6700\u4f73\u7684\u6743\u91cd\u518d\u5e73\u8861\u7b56\u7565\uff0ccritic\u8bc4\u4f30\u73af\u5883\u5956\u52b1\u4ee5\u6700\u5927\u5316\u957f\u671f\u6298\u73b0\u5956\u52b1\u548c\u71b5\u3002\u5728\u6df1\u5ea6\u795e\u7ecf\u7f51\u7edc\u67b6\u6784\u4e2d\uff0c\u901a\u8fc7CNN\u5c42\u548cMHA\u5c42\u8fdb\u884c\u7279\u5f81\u63d0\u53d6\u548c\u6ce8\u610f\u529b\u673a\u5236\uff0c\u63d0\u9ad8\u4ee3\u7406\u6548\u7387\u3002\u8bbe\u8ba1\u67b6\u6784\u4f7f\u7528\u5168\u8fde\u63a5\u5c42\uff0cLeakyReLU\u6fc0\u6d3b\u51fd\u6570\u548c\u72ec\u7279\u7684\u5b66\u4e60\u7387\u56e0\u5b50\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/1818654ba90f0b0cb36a5b011883dd92-768x1024.png\" alt=\"\" class=\"wp-image-2039\"\/><\/figure>\n\n\n\n<h3 class=\"wp-block-heading\"><br><strong>3.4 RL Environment&nbsp;<\/strong><\/h3>\n\n\n\n<p>RL\u73af\u5883\u4e3b\u8981\u6267\u884c\u4e24\u4e2a\u5173\u952e\u4efb\u52a1\uff1a\u8ba1\u7b97\u4e0e\u6bcf\u4e2a\u52a8\u4f5c\u76f8\u5173\u7684\u5956\u52b1\uff0c\u5e76\u901a\u8fc7\u5b9a\u4e49\u7684\u7b56\u7565\u5c06\u4ee3\u7406\u8f6c\u79fb\u5230\u4e0b\u4e00\u4e2a\u72b6\u6001\u3002\u5728\u6bcf\u4e2a\u72b6\u6001\u4e0b\uff0c\u4ee3\u7406\u4f7f\u7528\u6743\u91cd\u5411\u91cf\u91cd\u65b0\u5e73\u8861\u6295\u8d44\u7ec4\u5408\u6743\u91cd\u3002\u6839\u636e\u6743\u91cd\u5411\u91cf\u8ba1\u7b97\u53ef\u7528\u7684\u91cd\u65b0\u5e73\u8861\u8d44\u672c\uff0c\u8ba1\u7b97\u8d37\u6b3e\u4ea7\u751f\u7684\u5229\u606f\uff0c\u8ba1\u7b97\u8c03\u6574\u540e\u7684\u8d44\u4ea7\u4ef7\u503c\uff0c\u8ba1\u7b97\u4e0b\u4e00\u4e2a\u72b6\u6001\u7684\u6295\u8d44\u7ec4\u5408\u4ef7\u503c\uff0c\u8ba1\u7b97\u4e0e\u4ee3\u7406\u52a8\u4f5c\u76f8\u5173\u7684\u5956\u52b1\u3002\u5956\u52b1\u51fd\u6570\u65e8\u5728\u66f4\u65b0\u4ee3\u7406\u7b56\u7565\u4ee5\u6700\u5927\u5316\u91cd\u65b0\u5e73\u8861\u5229\u6da6\uff0c\u540c\u65f6\u63a7\u5236\u635f\u5931\u3002\u540c\u65f6\uff0c\u4e3a\u4e86\u9632\u6b62\u4ee3\u7406\u5bf9\u6295\u8d44\u7ec4\u5408\u6743\u91cd\u8fdb\u884c\u8fc7\u591a\u4fee\u6539\uff0c\u4ea4\u6613\u6210\u672c\u4e5f\u88ab\u7eb3\u5165\u5956\u52b1\u51fd\u6570\u4e2d\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-156.png\" alt=\"\" class=\"wp-image-2040\"\/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-157.png\" alt=\"\" class=\"wp-image-2041\"\/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/2c18b22ebdff4823683d900cc0bba9e3.png\" alt=\"\" class=\"wp-image-2042\"\/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/7d9b8309e12f17513737c2af9a7f2873.png\" alt=\"\" class=\"wp-image-2043\"\/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/de45997b5df22396b71e179fc91613ac.png\" alt=\"\" class=\"wp-image-2044\"\/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/b894915e376ff442aa07e0f2ec8f94d7.png\" alt=\"\" class=\"wp-image-2045\"\/><\/figure>\n\n\n\n<h3 class=\"wp-block-heading\"><br><strong>3.5 \u4e00\u822c\u5047\u8bbe<\/strong><\/h3>\n\n\n\n<p>\u8fd9\u4e9b\u7814\u7a76\u4e2d\u901a\u5e38\u6709\u4e24\u4e2a\u6838\u5fc3\u5047\u8bbe\uff1a\u5b8c\u5168\u6d41\u52a8\u6027\u548c\u5e02\u573a\u4e2d\u6027\u3002\u6b64\u5916\uff0c\u5728\u6211\u4eec\u7684\u60c5\u5883\u4e2d\uff0c\u867d\u7136\u8d37\u6b3e\u901a\u5e38\u9700\u8981\u62b5\u62bc\u54c1\uff0c\u4f46\u6211\u4eec\u5047\u8bbe\u8fd9\u662f\u4e0d\u5fc5\u8981\u7684\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.6 \u57fa\u51c6\u6a21\u578b<\/strong><\/h3>\n\n\n\n<p>\u6211\u4eec\u4f7f\u7528\u56de\u62a5\u4f5c\u4e3a\u5956\u52b1\u51fd\u6570\uff0c\u4f7f\u7528\u76f8\u540c\u7684\u4ee3\u7406\u548c\u73af\u5883\u5bf9\u6211\u4eec\u7684\u6a21\u578b\u8fdb\u884c\u57fa\u51c6\u6d4b\u8bd5\u3002\u6b64\u5916\uff0c\u7531\u4e8e\u73af\u5883\u4e2d\u7684\u8d37\u6b3e\u673a\u4f1a\uff0c\u4e5f\u4e0d\u5141\u8bb8\u4f7f\u7528\u57fa\u4e8e\u98ce\u9669\u56de\u62a5\u7684\u5956\u52b1\u51fd\u6570\u3002<\/p>\n\n\n\n<p>\u6b64\u5916\uff0c\u6211\u4eec\u4ece\u4f20\u7edf\u7684SPPO\u6a21\u578b\u4e2d\u9009\u62e9\u4e86\u4e09\u4e2a\u57fa\u51c6\u3002SPPO\u6a21\u578b\u53ef\u4ee5\u901a\u8fc7\u5728\u73af\u5883\u7684\u6bcf\u4e2a\u72b6\u6001\u4e2d\u5e94\u7528\u6743\u91cd\u518d\u5e73\u8861\u6765\u4e0e\u6211\u4eec\u7684\u6a21\u578b\u8fdb\u884c\u6bd4\u8f83\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.7 Return-based RL&nbsp;<\/strong><\/h3>\n\n\n\n<p>RL\u57fa\u4e8e\u6295\u8d44\u7ec4\u5408\u7ba1\u7406\u6a21\u578b\u4e2d\u7684\u6536\u76ca\u51fd\u6570<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/fdf07298059b00c902f888b3365224f3.png\" alt=\"\" class=\"wp-image-2046\"\/><\/figure>\n\n\n\n<p>\u662f\u53d7\u6b22\u8fce\u7684\uff0c\u56e0\u4e3a\u7b80\u5355\u3001\u9002\u5e94\u6027\u5f3a\uff0c\u4e14\u4e0e\u6700\u5927\u5316\u6295\u8d44\u7ec4\u5408\u4ef7\u503c\u7684\u4e3b\u8981\u76ee\u6807\u4e00\u81f4\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.8 \u5747\u503c-\u65b9\u5dee(MV)<\/strong><\/h3>\n\n\n\n<p>MV\u6a21\u578b\u662f\u4e00\u79cd\u8ba1\u7b97\u6846\u67b6\uff0c\u7528\u4e8e\u6839\u636e\u98ce\u9669\u8bc4\u4f30\u9884\u671f\u56de\u62a5\u6765\u9009\u62e9\u6295\u8d44\u7ec4\u5408\u6743\u91cd\u3002\u8be5\u6a21\u578b\u4f7f\u7528\u65b9\u7a0b10\u8ba1\u7b97\u6295\u8d44\u7ec4\u5408\u98ce\u9669\uff08\u65b9\u5dee\uff09\uff0c\u5e76\u4f7f\u7528\u4e8c\u6b21\u89c4\u5212\u63a8\u5bfc\u51fa\u6709\u6548\u524d\u6cbf\u3002\u65b9\u7a0b\u4e2d\u5305\u542b\u4e86\u8d44\u4ea7\u6743\u91cd\u3001\u6807\u51c6\u5dee\u548c\u76f8\u5173\u7cfb\u6570\u7b49\u53c2\u6570\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/6b7e7fba7919bcdca2811bf239329cb0.png\" alt=\"\" class=\"wp-image-2047\"\/><\/figure>\n\n\n\n<h3 class=\"wp-block-heading\"><br><strong>3.9 \u5e73\u5747\u7edd\u5bf9\u504f\u5dee(MAD)<\/strong><\/h3>\n\n\n\n<p>MAD\u662f\u4e00\u79cd\u98ce\u9669\u5ea6\u91cf\uff0c\u7528\u4e8e\u6295\u8d44\u7ec4\u5408\u7ba1\u7406\uff0c\u5b83\u91cf\u5316\u4e86\u4e2a\u522b\u8d44\u4ea7\u56de\u62a5\u4e0e\u6295\u8d44\u7ec4\u5408\u5e73\u5747\u56de\u62a5\u4e4b\u95f4\u7684\u5e73\u5747\u7edd\u5bf9\u504f\u5dee\uff0c\u6355\u6349\u4e86\u56de\u62a5\u5206\u6563\u6027\uff0c\u63d0\u4f9b\u4e86\u4e00\u4e2a\u4e0d\u53d7\u6781\u7aef\u503c\u5f71\u54cd\u7684\u9c81\u68d2\u98ce\u9669\u5ea6\u91cf\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/37c08700cbe19363f0be3a7c37c680f4.png\" alt=\"\" class=\"wp-image-2048\"\/><\/figure>\n\n\n\n<p>CVaR\u662f\u4e00\u79cd\u98ce\u9669\u5ea6\u91cf\uff0c\u8bc4\u4f30\u7279\u5b9a\u7f6e\u4fe1\u6c34\u5e73\u4e4b\u5916\u7684\u6f5c\u5728\u635f\u5931\uff0c\u91cf\u5316\u4e86\u8d85\u51fa\u7f6e\u4fe1\u6c34\u5e73\u7684\u9884\u671f\u635f\u5931\uff0c\u5f3a\u8c03\u4e86\u6781\u7aef\u635f\u5931\u7684\u4e25\u91cd\u6027\uff0c\u6709\u52a9\u4e8e\u5728\u6295\u8d44\u7ec4\u5408\u7ba1\u7406\u6a21\u578b\u4e2d\u505a\u51fa\u660e\u667a\u7684\u51b3\u7b56\u6765\u51cf\u8f7b\u6f5c\u5728\u7684\u4e0b\u884c\u98ce\u9669\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/c4bd63d4e6b5d2080b7616fd02335265.png\" alt=\"\" class=\"wp-image-2049\"\/><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\"><br><strong>\u56db\u3001\u5b9e\u8bc1\u7814\u7a76<\/strong><\/h2>\n\n\n\n<h3 class=\"wp-block-heading\"><br><strong>4.1 \u642d\u5efa\u73af\u5883\u548cAgent<\/strong><\/h3>\n\n\n\n<p>\u5728\u6a21\u578b\u5b9e\u65bd\u9636\u6bb5\uff0c\u9009\u62e9\u4e86\u6765\u81ea\u5e01\u5b89\u6c38\u7eed\u671f\u8d27\u5e02\u573a\u768412\u79cd\u52a0\u5bc6\u8d44\u4ea7\u7ec4\u6210\u591a\u6837\u5316\u6295\u8d44\u7ec4\u5408\uff0c\u57fa\u4e8e\u5b83\u4eec\u7684\u6d41\u52a8\u6027\u548c\u6570\u636e\u53ef\u7528\u6027\u3002\u4f7f\u7528USDT\u4f5c\u4e3a\u57fa\u7840\u8d44\u4ea7\uff0c\u80fd\u591f\u63d0\u4f9b\u548c\u63a5\u6536\u8d37\u6b3e\u3002\u5206\u6790\u6db5\u76d6\u4e86\u4e24\u4e2a\u4e0d\u540c\u7684\u65f6\u671f\uff1a\u4ece2021\u5e745\u67081\u65e5\u52302022\u5e749\u67081\u65e5\u7684\u9ad8\u6ce2\u52a8\u65f6\u671f\uff08Port A\uff09\uff0c\u4ee5\u53ca\u4ece2022\u5e746\u67081\u65e5\u52302023\u5e7410\u67081\u65e5\u7684\u4f4e\u6ce2\u52a8\u65f6\u671f\uff08Port B\uff09\u3002\u6bcf\u4e2a\u65f6\u671f\u6301\u7eed16\u4e2a\u6708\uff0c\u5206\u4e3a12\u4e2a\u6708\uff082178\u6b65\uff09\u7528\u4e8e\u8bad\u7ec3\u548c4\u4e2a\u6708\uff08732\u6b65\uff09\u7528\u4e8e\u6d4b\u8bd5\uff0c\u6bcf4\u5c0f\u65f6\u91cd\u65b0\u5e73\u8861\u4e00\u6b21\u3002\u6b64\u5916\uff0c\u52a0\u5bc6\u8d27\u5e01\u7684\u5c0f\u65f6\u5386\u53f2\u4ef7\u683c\u6570\u636e\u6765\u81eawww.cryptodatadownload.com\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/7cbbada3b37950caa94e4b0218dabc32-1024x669.png\" alt=\"\" class=\"wp-image-2050\"\/><\/figure>\n\n\n\n<p>\u5229\u7528\u6765\u81ea\u5e01\u5b89\u4ea4\u6613\u6240\u7684\u771f\u5b9e\u4fe1\u606f\uff0c\u786e\u5b9a\u4e86\u5b9e\u73b0\u6ee1\u610f\u7ed3\u679c\u7684\u6700\u4f73\u53c2\u6570\u503c\u3002\u73af\u5883\u8bbe\u8ba1\u4e3a\u6bcf4\u5c0f\u65f6\u91cd\u65b0\u5e73\u8861\u6295\u8d44\u7ec4\u5408\u6743\u91cd\uff0c\u589e\u5f3a\u4e86\u5229\u6da6\u6210\u672c\u6bd4\u3002\u66f4\u77ed\u7684\u95f4\u9694\u4f1a\u5bfc\u81f4\u589e\u52a0\u4ea4\u6613\u6210\u672c\u800c\u6ca1\u6709\u4ea7\u751f\u53ef\u89c2\u7684\u989d\u5916\u5229\u6da6\uff0c\u8fd9\u662f\u4e0d\u53ef\u53d6\u7684\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/3e0ce739bf35b170cf79b872d1f04a14.png\" alt=\"\" class=\"wp-image-2051\"\/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/ed4cdd3fca166ea5307e164dc397a56b.png\" alt=\"\" class=\"wp-image-2052\"\/><\/figure>\n\n\n\n<p>\u53e6\u5916\uff0c\u5bf9\u8fc7\u53bb48\u5c0f\u65f6\uff08\u5373N=49\uff09\u7684\u5386\u53f2\u6570\u636e\u8fdb\u884c\u5206\u6790\uff0c\u589e\u5f3a\u4e86\u4ee3\u7406\u5bf9\u5e02\u573a\u72b6\u51b5\u7684\u7406\u89e3\u3002\u5229\u752848\u5c0f\u65f6\u4e4b\u5916\u7684\u6570\u636e\u4f1a\u5bfc\u81f4\u8fc7\u5ea6\u5f3a\u8c03\u8fc7\u53bb\u7684\u5e02\u573a\u884c\u4e3a\u3002\u6b64\u5916\uff0c\u5956\u52b1\u51fd\u6570\u4e2d\u7684\u60e9\u7f5a\u53c2\u6570\u8bbe\u5b9a\u4e3a25\uff0c\u65e8\u5728\u63a7\u5236\u4e0b\u884c\u98ce\u9669\uff0c\u8868\u660e\u4ee3\u7406\u5bf9\u635f\u5931\u7684\u654f\u611f\u6027\u662f\u5229\u6da6\u768425\u500d\u3002SAC\u4ee3\u7406\u7684\u6700\u4f73\u8d85\u53c2\u6570\u4e5f\u5728\u88683\u4e2d\u5217\u51fa\uff0c\u7ecf\u8fc7\u5fae\u8c03\u4ee5\u52a0\u5feb\u8bad\u7ec3\u8fc7\u7a0b\u7684\u6536\u655b\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>4.2 \u6d4b\u8bd5\u7ed3\u679c<\/strong><\/h3>\n\n\n\n<p>\u6d4b\u8bd5\u7ed3\u679c\u8868\u660e\uff0c\u672c\u6a21\u578b\u5728\u7ba1\u7406\u98ce\u9669\u548c\u83b7\u5f97\u9ad8\u56de\u62a5\u65b9\u9762\u8868\u73b0\u51fa\u8272\uff0c\u4f18\u4e8e\u5176\u4ed6\u57fa\u51c6\u6a21\u578b\u3002\u8be5\u6a21\u578b\u80fd\u591f\u52a8\u6001\u5e73\u8861\u6295\u8d44\u7ec4\u5408\u6743\u91cd\uff0c\u9002\u5e94\u5e02\u573a\u6ce2\u52a8\uff0c\u4f18\u5316\u8d44\u4ea7\u914d\u7f6e\uff0c\u4ece\u800c\u5b9e\u73b0\u66f4\u9ad8\u7684\u5229\u6da6\u3002\u4e0e\u6b64\u540c\u65f6\uff0c\u8be5\u6a21\u578b\u5728\u9ad8\u6ce2\u52a8\u6027\u5e02\u573a\u4e2d\u8868\u73b0\u51fa\u8272\uff0c\u80fd\u591f\u6709\u6548\u5730\u7ba1\u7406\u4e0b\u884c\u98ce\u9669\u3002\u4e0e\u5176\u4ed6\u57fa\u51c6\u6a21\u578b\u76f8\u6bd4\uff0c\u8be5\u6a21\u578b\u7684\u6536\u76ca\u5206\u5e03\u5448\u73b0\u53f3\u504f\u6001\uff0c\u80fd\u591f\u66f4\u597d\u5730\u7ba1\u7406\u98ce\u9669\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/b833f8df38efe2f00bfe8aae0385a091.png\" alt=\"\" class=\"wp-image-2053\"\/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/20f2264fcb0c4183450aa51466e055ac-763x1024.png\" alt=\"\" class=\"wp-image-2054\"\/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/041cd4d566e792cdeaaa578453aa75eb-730x1024.png\" alt=\"\" class=\"wp-image-2055\"\/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/5f2f604b8d1b92396758b8ceb0e405f3-755x1024.png\" alt=\"\" class=\"wp-image-2056\"\/><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\"><br><strong>\u4e94\u3001\u603b\u7ed3<\/strong><\/h2>\n\n\n\n<p>\u672c\u7814\u7a76\u63d0\u51fa\u4e86\u4e00\u79cd\u57fa\u4e8e\u5f3a\u5316\u5b66\u4e60\u7684\u6295\u8d44\u7ec4\u5408\u7ba1\u7406\u6a21\u578b\uff0c\u9002\u7528\u4e8e\u9ad8\u98ce\u9669\u73af\u5883\uff0c\u901a\u8fc7\u5229\u7528\u53cc\u5411\u4ea4\u6613\u548c\u501f\u8d37\u6765\u514b\u670d\u4f20\u7edf\u5f3a\u5316\u5b66\u4e60\u6846\u67b6\u7684\u5c40\u9650\u6027\u3002\u8be5\u6a21\u578b\u5728\u52a0\u5bc6\u8d27\u5e01\u5e02\u573a\u4e2d\u7684\u6d4b\u8bd5\u7ed3\u679c\u8868\u660e\uff0c\u5176\u7ba1\u7406\u591a\u6837\u5316\u768412\u79cd\u52a0\u5bc6\u8d27\u5e01\u8d44\u4ea7\u7ec4\u5408\u7684\u80fd\u529b\u4f18\u4e8e\u57fa\u4e8e\u56de\u62a5\u7684\u5f3a\u5316\u5b66\u4e60\u3001MV\u3001MAD\u548cCVaR\u6a21\u578b\uff0c\u5c24\u5176\u5728Sortino\u548cKalmar\u6bd4\u7387\u65b9\u9762\u8868\u73b0\u51fa\u8272\u3002<\/p>\n\n\n\n<p>\u6b64\u5916\uff0c\u8be5\u6a21\u578b\u5728\u9ad8\u6ce2\u52a8\u671f\u95f4\u8868\u73b0\u51fa\u8272\uff0c\u5177\u6709\u6709\u6548\u7ba1\u7406\u98ce\u9669\u548c\u5229\u7528\u5e02\u573a\u6ce2\u52a8\u83b7\u5f97\u66f4\u9ad8\u5229\u6da6\u7684\u80fd\u529b\u3002\u8be5\u6a21\u578b\u7684\u4e24\u4e2a\u4e3b\u8981\u53d1\u73b0\u662f\uff1a\u4e00\u662f\u5de7\u5999\u5730\u5c06\u53cc\u5411\u4ea4\u6613\u548c\u501f\u8d37\u7eb3\u5165\u6743\u91cd\u4f18\u5316\u4e2d\uff0c\u4ee5\u5229\u7528\u6240\u6709\u53ef\u80fd\u7684\u5e02\u573a\u673a\u4f1a\uff1b\u4e8c\u662f\u8d85\u8d8aSPPO\u6a21\u578b\u7684\u9884\u8bbe\u5047\u8bbe\uff0c\u5141\u8bb8\u52a8\u6001\u6295\u8d44\u7ec4\u5408\u518d\u5e73\u8861\uff0c\u6355\u6349\u591a\u79cd\u8d44\u4ea7\u98ce\u9669\u7684\u975e\u7ebf\u6027\u6548\u5e94\uff0c\u63d0\u9ad8\u76c8\u5229\u80fd\u529b\u3002\u56e0\u6b64\uff0c\u8be5\u6a21\u578b\u4e3a\u5bfb\u6c42\u5728\u5404\u79cd\u5e02\u573a\u6761\u4ef6\u4e0b\u5b9e\u73b0\u5229\u6da6\u548c\u83b7\u5f97\u66f4\u9ad8\u56de\u62a5\u98ce\u9669\u6bd4\u7684\u6295\u8d44\u8005\u63d0\u4f9b\u4e86\u4e00\u4e2a\u6709\u524d\u9014\u7684\u3001\u6700\u5148\u8fdb\u7684\u6846\u67b6\u3002<\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><strong>\u8bba\u6587\u5730\u5740\uff1a<\/strong><a href=\"https:\/\/arxiv.org\/pdf\/2408.05382\">https:\/\/arxiv.org\/pdf\/2408.05382<\/a><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p class=\"has-text-align-center\"><strong><mark style=\"background-color:#ffffff\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u672c<\/mark><\/strong><strong><mark style=\"background-color:#ffffff\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u6587\u5185\u5bb9\u4ec5\u4ec5\u662f\u6280\u672f\u63a2\u8ba8\u548c\u5b66\u4e60\uff0c\u5e76\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002<\/mark><\/strong><\/p>\n\n\n\n<p class=\"has-text-align-center\"><strong><mark style=\"background-color:#ffffff\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u8f6c\u53d1\u8bf7\u6ce8\u660e\u539f\u4f5c\u8005\u548c\u51fa\u5904\u3002<\/mark><\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c 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