3 papers
q-fin.PM2025
Multi-Objective Bayesian Optimization of Deep Reinforcement Learning for Environmental, Social, and Governance (ESG) Financial Portfolio Management
M. Coronado-Vaca
DRL agents circumvent the issue of classic models in the sense that they do not make assumptions like the financial returns being normally distributed and are able to deal with any…
cs.CE2024
Explainable Post hoc Portfolio Management Financial Policy of a Deep Reinforcement Learning agent
Alejandra de la Rica Escudero, Eduardo C. Garrido-Merchan, Maria Coronado-Vaca
Financial portfolio management investment policies computed quantitatively by modern portfolio theory techniques like the Markowitz model rely on a set on assumptions that are not…
q-fin.PM2023
Deep Reinforcement Learning for ESG financial portfolio management
Eduardo C. Garrido-Merchán, Sol Mora-Figueroa-Cruz-Guzmán, María Coronado-Vaca
This paper investigates the application of Deep Reinforcement Learning (DRL) for Environment, Social, and Governance (ESG) financial portfolio management, with a specific focus on…