paper-with-me

홈 › Papers

Model-Free Inference of Investor Preferences: A Relative Entropy IRL Approach

2026-04-27 · Chen Xu arxiv

We present a framework using Relative Entropy Inverse Reinforcement Learning (RE-IRL) to recover investor reward functions from observed investment actions and market conditions. Unlike traditional IRL algorithms, RE-IRL is employed to account for environments where transition probabilities are unknown or inaccessible. To address the challenge of data sparsity, we utilize a $K$-nearest neighbor approach to estimate the observed behavior policy. Furthermore, we propose a statistical testing framework to evaluate the validity and robustness of the estimated results.

📄 PDF Abstract BibTeX arXiv:2604.24280

Code (0)

등록된 구현이 없습니다.

Tasks

Reinforcement Learning

Similar Papers 제목 키워드 기반

Optimal investment in ambiguous financial markets with learning

2023-03-15 · Nicole Bäuerle, Antje Mahayni

We consider the classical multi-asset Merton investment problem under drift uncertainty, i.e. the asset price dynamics are given by geometric Brownian motions with constant but unknown drift coefficients. The investor as…

Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model

2022-11-22 · Yuchen Li, Zongxia Liang, Shunzhi Pang

We study continuous-time portfolio selection under monotone mean-variance (MMV) preferences in a jump-diffusion model, presenting an explicit solution different from that under classical mean-variance (MV) preferences in…

Portfolio Optimisation within a Wasserstein Ball

2020-12-08 · Silvana Pesenti, Sebastian Jaimungal

We study the problem of active portfolio management where an investor aims to outperform a benchmark strategy's risk profile while not deviating too far from it. Specifically, an investor considers alternative strategies…

Management

Risk Preferences and Efficiency of Household Portfolios

2020-10-26 · Agostino Capponi, Zhaoyu Zhang

We propose a novel approach to infer investors' risk preferences from their portfolio choices, and then use the implied risk preferences to measure the efficiency of investment portfolios. We analyze a dataset spanning a…

Reframing the Expected Free Energy: Four Formulations and a Unification

2024-02-22 · Théophile Champion, Howard Bowman, Dimitrije Marković, Marek Grześ

Active inference is a leading theory of perception, learning and decision making, which can be applied to neuroscience, robotics, psychology, and machine learning. Active inference is based on the expected free energy, w…

Decision Making