Decision Transformer ablation study dataset and figures

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Authors: Francisco Espiga-Fernández
Cited by: 0

Abstract

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.

Fields of Study & Subjects

Stock Market Forecasting Methods Risk and Portfolio Optimization Explainable Artificial Intelligence (XAI)

Publication details

Journal / source
Mendeley Data
Publication date
9 February 2026
Document type
Dataset