Preprint
Sep 2026
When Is Inaction a Mistake? Continuation-Aware Auditing of PPO Trading Policies
A four-stage audit for frozen proximal policy optimization policies without retraining examines deployment occupancy, matches current information, tests isolated deviations under incumbent continuation, and evaluates repeated deployment of observation-based alternatives.
Xing-Fei Zeng, Xin Zhong, Nan-Ting Li et al.
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