Decision Transformer ablation study dataset and figures

Published: 9 February 2026| Version 1 | DOI: 10.17632/pjf2tdm2tf.1
Contributor:
Francisco Espiga Fernández

Description

Intermediate datasets, figures and interactive plotly figures in html format for the different ablation studies carried out in the context of "A Diagnostic Framework for Auditing Decision Logic in Transformer-Based Portfolio Allocation", including but not limited to: - All Figures in the main manuscript, appendices and supplementary materials.; - Additional figures on risk-free asset (CASH) importance and attribution - Selected interactive plots in HTML to allow in-depth investigation; - Intermediate data in CSV format of feature significance, attributions, Kruskal-Wallis computations, Kendall's Tau computations, summary tables and significance stats both globally and per market regime. - Pickled results of failure mode comparison between the best and worst performing models.

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Institutions

Categories

Portfolio Optimization, Reinforcement Learning, Explainable Artificial Intelligence

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