XPM: An Explainable Deep Reinforcement Learning Framework for Portfolio Management.

@inproceedings{shi-2021-xpm, author = {Si Shi and Jianjun Li and Guohui Li and Peng Pan and Ke Liu}, editor = {Gianluca Demartini and Guido Zuccon and J. Shane Culpepper and Zi Huang and Hanghang Tong}, title = {{XPM: An Explainable Deep Reinforcement Learning Framework for Portfolio Management}}, booktitle = {{CIKM '21: The 30th ACM International Conference on Information and Knowledge Management, Virtual Event, Queensland, Australia, November 1 - 5, 2021}}, pages = {1661--1670}, publisher = {ACM}, year = {2021}, url = {https://doi.org/10.1145/3459637.3482494}, doi = {https://doi.org/10.1145/3459637.3482494} }