Browsing Scientific Publications in Information and Communication Technology by Author "Maree, Charl"
Now showing items 1-7 of 7
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Balancing Profit, Risk, and Sustainability for Portfolio Management
Maree, Charl; Omlin, Christian Walter Peter (Chapter; Peer reviewed, 2022)Stock portfolio optimization is the process of continuous reallocation of funds to a selection of stocks. This is a particularly well-suited problem for reinforcement learning, as daily rewards are compounding and objective ... -
Can Interpretable Reinforcement Learning Manage Prosperity Your Way?
Maree, Charl; Omlin, Christian Walter Peter (Journal article; Peer reviewed, 2022)Personalisation of products and services is fast becoming the driver of success in banking and commerce. Machine learning holds the promise of gaining a deeper understanding of and tailoring to customers’ needs and ... -
Clustering in Recurrent Neural Networks for Micro-Segmentation using Spending Personality
Maree, Charl; Omlin, Christian Walter Peter (Chapter; Peer reviewed, 2021)Customer segmentation has long been a productive field in banking. However, with new approaches to traditional problems come new opportunities. Fine-grained customer segments are notoriously elusive and one method of ... -
Reinforcement learning with intrinsic affinity for personalized prosperity management
Maree, Charl; Omlin, Christian Walter Peter (Journal article; Peer reviewed, 2022)The purpose of applying reinforcement learning (RL) to portfolio management is commonly the maximization of profit. The extrinsic reward function used to learn an optimal strategy typically does not take into account any ... -
Reinforcement Learning Your Way : Agent Characterization through Policy Regularization
Maree, Charl; Omlin, Christian Walter Peter (Journal article; Peer reviewed, 2022)The increased complexity of state-of-the-art reinforcement learning (RL) algorithms has resulted in an opacity that inhibits explainability and understanding. This has led to the development of several post hoc explainability ... -
Towards Responsible AI for Financial Transactions
Maree, Charl; Modal, Jan Erik; Omlin, Christian Walter Peter (Chapter; Peer reviewed, 2020)The application of AI in finance is increasingly dependent on the principles of responsible AI. These principles-explainability, fairness, privacy, accountability, transparency and soundness form the basis for trust in ... -
Understanding Spending Behavior: Recurrent Neural Network Explanation and Interpretation
Maree, Charl; Omlin, Christian Walter Peter (Chapter, 2022)Micro-segmentation of customers in the finance sector is a nontrivial task and has been an atypical omission from recent scientific literature. Where traditional segmentation classifies customers based on coarse features ...