XPM: An Explainable Deep Reinforcement Learning Framework for Portfolio Management

Si Shi, Jianjun Li, Guohui Li, Peng Pan, Ke Liu. XPM: An Explainable Deep Reinforcement Learning Framework for Portfolio Management. In Gianluca Demartini, Guido Zuccon, J. Shane Culpepper, Zi Huang, Hanghang Tong, editors, CIKM '21: The 30th ACM International Conference on Information and Knowledge Management, Virtual Event, Queensland, Australia, November 1 - 5, 2021. pages 1661-1670, ACM, 2021. [doi]

Abstract

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