Bayesian Optimization of ESG Financial Investments. - Eduardo C. Garrido-Merchán; Gabriel González Piris; Maria Coronado Vaca (CoRR, 2023)

Fine-tuning ClimateBert transformer with ClimaText for the disclosure analysis of climate-related financial risks. - Eduardo C. Garrido-Merchán; Cristina González-Barthe; Maria Coronado Vaca (CoRR, 2023)

Deep Reinforcement Learning for ESG financial portfolio management. - Eduardo C. Garrido-Merchán; Sol Mora-Figueroa-Cruz-Guzmán; Maria Coronado Vaca (CoRR, 2023)

Explainable Post hoc Portfolio Management Financial Policy of a Deep Reinforcement Learning agent. - Alejandra de la Rica Escudero; Eduardo C. Garrido-Merchán; Maria Coronado Vaca (CoRR, 2024)

Deep Reinforcement Learning Agents for Strategic Production Policies in Microeconomic Market Simulations. - Eduardo C. Garrido-Merchán; Maria Coronado Vaca; Álvaro López-López; Carlos Martínez de Ibarreta (CoRR, 2024)