Explainable Post hoc Portfolio Management Financial Policy of a Deep Reinforcement Learning agent.
Alejandra de la Rica EscuderoEduardo C. Garrido-MerchánMaria Coronado VacaPublished in: CoRR (2024)
Keyphrases
- portfolio management
- post hoc
- learning agent
- reinforcement learning
- selective perception
- optimal policy
- portfolio optimization
- reward function
- financial data
- state space
- agent learns
- portfolio selection
- action selection
- function approximation
- reinforcement learning algorithms
- learning algorithm
- learning capabilities
- transaction costs
- sharpe ratio
- solving problems
- decision making
- markov decision processes
- learning process
- factor analysis
- dynamic programming
- machine learning
- decision problems
- stock price
- stock market
- short term
- domain knowledge
- semi supervised
- knowledge acquisition
- kernel function
- financial markets
- model free