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A Three-Phase Foundation Model for Tax-Aware Personalized Portfolio Management

arXiv cs.AI · 17h ago Cached

A three-phase deep reinforcement learning system for personalized portfolio management that addresses ticker lock-in, monolithic objectives, and static user models, using a cross-asset encoder pretrained with self-supervised learning and the Chronos time series foundation model, fine-tuned with Mixture of Experts and PPO, and personalized via LoRA.

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