Explainable post hoc portfolio management financial policy of a Deep Reinforcement Learning agent.

Financial portfolio management investment policies computed quantitatively by modern portfolio theory techniques like the Markowitz model rely on a set of assumptions that are not supported by data in high volatility markets such as the technological sector or cryptocurrencies. Hence, quantitative researchers are looking for alternative models to tackle this problem. Concretely, portfolio management (PM) is a problem that has been successfully addressed recently by Deep Reinforcement Learning (DRL) approaches.

Real Customization or Just Marketing: Are Customized Versions of Generative AI Useful?

Background: Large Language Models (LLMs), as in the case of OpenAI ChatGPT-4 Turbo, are revolutionizing several industries, including higher education. In this context, LLMs can be personalised through customization process to meet the student demands on every particular subject, like statistics. Recently, OpenAI launched the possibility of customizing their model with a natural language web interface, enabling the creation of customised GPT versions deliberately conditioned to meet the demands of a specific task.