SPO-based DFL induces prediction inflation and excessive turnover in portfolio optimization because decisions act as ranking over adjusted marginal scores, with clipping, rescaling, and partial adjustment as mitigations.
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Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization
SPO-based DFL induces prediction inflation and excessive turnover in portfolio optimization because decisions act as ranking over adjusted marginal scores, with clipping, rescaling, and partial adjustment as mitigations.