AINeutralarXiv – CS AI · 7h ago6/10
🧠
Regime-Adaptive Continual Learning for Portfolio Management
Researchers propose ReCAP, a continual learning framework that enables portfolio management systems to adapt to non-stationary financial markets by detecting regime shifts and maintaining a library of adaptive trading policies. The approach combines regime detection with selective policy updates to improve returns while reducing computational overhead compared to traditional retraining methods.