Transaction-aware inverse reinforcement learning for trading in stock markets
Crossref DOI link: https://doi.org/10.1007/s10489-023-04959-w
Published Online: 2023-09-23
Published Print: 2023-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sun, Qizhou
Gong, Xueyuan
Si, Yain-Whar http://orcid.org/0000-0001-8468-6182
Funding for this research was provided by:
Research Services and Knowledge Transfer Office, University of Macau (MYRG2022-00162-FST, MYRG2019-00136-FST)
Text and Data Mining valid from 2023-09-23
Version of Record valid from 2023-09-23
Article History
Accepted: 8 August 2023
First Online: 23 September 2023