Internalizing Investment Mandates: A Neurosymbolic RL Approach to Portfolio Allocation

A paper submitted to arXiv on 12 Nov 2026 presents a PLPG-inspired continuous-action neurosymbolic reinforcement learning method that cuts violations of a six-rule regime-conditional investment mandate to 4.8%, down from 96-98% for unconstrained RL and 33.4% for a reward-penalty baseline. The authors estimate the probability that the policy's own executed action satisfies the mandate using reparameterized Monte Carlo sampling and add that term to the training objective, so compliance is learned by the agent rather than enforced post-hoc at inference time. Audited directly on deterministic mean actions with no correction, the result indicates a continuous-action neurosymbolic policy can substantially internalize a symbolic mandate.

Computer Science Machine Learning Submitted on 12 Nov 2026 Title:Internalizing Investment Mandates: A Neurosymbolic RL Approach to Portfolio Allocation View PDF http://arxiv.org/pdf/2611.17329v1 HTML experimental https://arxiv.org/html/2611.17329v1 Abstract:Institutional portfolios operate under investment policy statements that specify asset allocation constraints, often conditioned on market regime information. Deep reinforcement learning has been shown to optimize financial performance but typically does not enforce rule compliance, making it unsuitable for real-world deployment. Existing neurosymbolic methods such as Probabilistic Logic Policy Gradient PLPG offer constraint-satisfying reinforcement learning RL via differentiable symbolic supervision but assume a finite, discrete action space. We present a PLPG-inspired continuous allocation method that estimates the probability that the policy's own executed action satisfies the investment mandate, using reparameterized Monte Carlo sampling, and adds it to the training objective. No post-hoc enforcement mechanism intercepts actions at inference time and compliance is learned by the agent. Audited directly on deterministic mean actions with no correction, the policy reduces violations of a six-rule regime-conditional mandate from 96-98% for unconstrained RL and 33.4% for a reward-penalty baseline to 4.8%, showing that a continuous-action neurosymbolic policy can substantially internalize a symbolic mandate. Additional Features References & Citations Loading... Bibliographic and Citation Tools Bibliographic Explorer What is the Explorer? https://info.arxiv.org/labs/showcase.html arxiv-bibliographic-explorer Connected Papers What is Connected Papers? https://www.connectedpapers.com/about Litmaps What is Litmaps? https://www.litmaps.co/ scite Smart Citations What are Smart Citations? https://www.scite.ai/ Code, Data and Media Associated with this Article alphaXiv What is alphaXiv? https://alphaxiv.org/ CatalyzeX Code Finder for Papers What is CatalyzeX? https://www.catalyzex.com DagsHub What is DagsHub? https://dagshub.com/ Gotit.pub What is GotitPub? http://gotit.pub/faq Hugging Face What is Huggingface? https://huggingface.co/huggingface ScienceCast What is ScienceCast? https://sciencecast.org/welcome Demos Recommenders and Search Tools Influence Flower What are Influence Flowers? https://influencemap.cmlab.dev/ CORE Recommender What is CORE? https://core.ac.uk/services/recommender IArxiv Recommender What is IArxiv? https://iarxiv.org/about arXivLabs: experimental projects with community collaborators arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website. Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them. Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs https://info.arxiv.org/labs/index.html .