Eliciting ESG Preferences for Reinforcement Learning-Based Portfolio Optimization

arXiv:2609.02677 · q-fin.PM, cs.CE, cs.LG · Submitted 2026-09-02 · Read on arXiv

q-fin.PM, cs.CE, cs.LG

Submitted: 2026-09-02

Updated: 2026-09-02

Terminology

• Reinforcement Learning — 20× in this paper · explained in 4 episodes
• Portfolio Manager — 9× in this paper
• Deep Reinforcement Learning — 5× in this paper · explained in 2 episodes
• Pairwise Comparisons — 5× in this paper · explained in 2 episodes
• Action Space — 4× in this paper · explained in 1 episode
• Acquisition Function — 3× in this paper · explained in 1 episode
• Alignment — 3× in this paper · explained in 1 episode
• Benchmark — 3× in this paper · explained in 2 episodes
• Core — 3× in this paper · explained in 2 episodes
• Large Language Model — 3× in this paper
• Positional Bias — 3× in this paper · explained in 2 episodes
• Reward Function — 3× in this paper · explained in 2 episodes
• Bayesian Optimization — 2× in this paper · explained in 3 episodes
• Large Language Model (LLM) — 2× in this paper · explained in 3 episodes
• Multi-Objective Reinforcement Learning — 2× in this paper
• Proximal Policy Optimization — 2× in this paper
• Reinforcement Learning (RL) — 2× in this paper · explained in 25 episodes
• Ablation — 1× in this paper · explained in 1 episode
• Active Learning — 1× in this paper · explained in 6 episodes
• Agentic Coding — 1× in this paper · explained in 1 episode
• Cognitive Load — 1× in this paper · explained in 2 episodes
• Current Reinforcement Learning — 1× in this paper
• Markov Decision Process — 1× in this paper
• Markov Decision Process (MDP) — 1× in this paper · explained in 11 episodes
• Multi-objective Optimization — 1× in this paper · explained in 4 episodes
• Objective Function — 1× in this paper · explained in 2 episodes
• Pairwise Gaussian Process — 1× in this paper
• Personalization — 1× in this paper · explained in 2 episodes
• Proximal Policy Optimization (PPO) — 1× in this paper · explained in 4 episodes

Sources

• Proximal Policy Optimization Algorithms
• FiLM: Visual Reasoning with a General Conditioning Layer
• A Survey of Multi-Objective Sequential Decision-Making

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