Explainable post hoc portfolio management financial policy of a Deep Reinforcement Learning agent.
Financial portfolio management investment policies computed quantitatively by modern portfolio theory techniques like the Markowitz model rely on a set of assumptions that are not supported by data in high volatility markets such as the technological sector or cryptocurrencies. Hence, quantitative r...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2025-01-01
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| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0315528 |
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