Bighead's Algorithm Notes
Nov 9, 2025 · Artificial Intelligence
How Heuristic‑Guided Inverse Reinforcement Learning Boosts Portfolio Optimization
The article presents a heuristic‑guided inverse reinforcement learning framework that generates expert strategies respecting industry diversification and correlation constraints, employs a multi‑objective reward to balance return and risk, and uses a heterogeneous graph attention network to model stock relationships, achieving superior risk‑adjusted returns on CSI‑300, CSI‑500, NASDAQ‑100 and S&P‑500 benchmarks.
financial AIgraph neural networkheuristic expert policy
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