Explainable post hoc portfolio management financial policy of a Deep Reinforcement Learning agent

Alejandra de-la-Rica-Escudero; Eduardo C. Garrido-Merchán; María Coronado-Vaca

doi:10.1371/journal.pone.0315528

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Peer-reviewed

Research Article

Explainable post hoc portfolio management financial policy of a Deep Reinforcement Learning agent

Alejandra de-la-Rica-Escudero ,

Contributed equally to this work with: Alejandra de-la-Rica-Escudero, Eduardo C. Garrido-Merchán, María Coronado-Vaca

Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Project administration, Resources, Software, Supervision, Validation, Visualization, Writing – original draft, Writing – review & editing

Affiliations School of Engineering (ICAI), Universidad Pontificia Comillas, Madrid, Spain, Faculty of Economics and Business (ICADE), Universidad Pontificia Comillas, Madrid, Spain
⨯
Eduardo C. Garrido-Merchán ,

Contributed equally to this work with: Alejandra de-la-Rica-Escudero, Eduardo C. Garrido-Merchán, María Coronado-Vaca

Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Project administration, Resources, Software, Supervision, Validation, Visualization, Writing – original draft, Writing – review & editing

Affiliation Faculty of Economics and Business (ICADE), Universidad Pontificia Comillas, Madrid, Spain
⨯
María Coronado-Vaca

Contributed equally to this work with: Alejandra de-la-Rica-Escudero, Eduardo C. Garrido-Merchán, María Coronado-Vaca

Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Project administration, Resources, Software, Supervision, Validation, Visualization, Writing – original draft, Writing – review & editing

* E-mail: mcoronado@comillas.edu

Affiliation Faculty of Economics and Business (ICADE), Universidad Pontificia Comillas, Madrid, Spain

https://orcid.org/0000-0002-0315-3753

⨯

Explainable post hoc portfolio management financial policy of a Deep Reinforcement Learning agent

Alejandra de-la-Rica-Escudero,
Eduardo C. Garrido-Merchán,
María Coronado-Vaca

Published: January 16, 2025
https://doi.org/10.1371/journal.pone.0315528

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