Determination device, determination method, and non-transitory computer-readable medium

A determination method comprising:

• a learning process of creating a model representing a relationship between a portfolio representing a configuration of a plurality of stocks and a target indicator value representing an intended indicator value, and an evaluation representing goodness of the portfolio, based on data including the portfolio and the target indicator value;
• and
• a determination process of determining a portfolio whose evaluation rises using the model,
• wherein the evaluation includes error information indicating a degree of deviation between an indicator of the portfolio and a target indicator value, and cost information indicating a transaction cost required for recombining the plurality of stocks.

A non-transitory computer-readable medium having stored therein a determination program for causing a computer to execute:

• a learning process of creating a model representing a relationship between a portfolio representing a configuration of a plurality of stocks and a target indicator value representing an intended indicator value, and an evaluation representing goodness of the portfolio, based on data including the portfolio and the target indicator value;
• and
• a determination process of determining a portfolio whose evaluation rises using the model,
• wherein the evaluation includes error information indicating a degree of deviation between an indicator of the portfolio and a target indicator value, and cost information indicating a transaction cost required for recombining the plurality of stocks.