Yu, Jiayang; Chang, Kuo-Chu - In: International Journal of Financial Studies : open … 14 (2026) 3, pp. 1-41
integrates model-based return forecasting, explainable machine learning, and deep reinforcement learning (DRL) within a unified … flexibility and adaptability of reinforcement learning. Empirical evaluations on U.S. sector ETFs and Dow Jones Industrial Average … that integrating explainable predictive signals with risk-sensitive reinforcement learning improves the robustness and …