Transaction-aware Inverse Reinforcement Learning for Trading in Stock Markets

Authors: Qizhou Sun, Xueyuan Gong, and Yain-Whar Si*

Published in Applied Intelligence, 2023

Recommended citation: Qizhou Sun, Xueyuan Gong, and Yain-Whar Si*, "Transaction-aware Inverse Reinforcement Learning for Trading in Stock Markets," Applied Intelligence, 2023, 53(23): 28186-28206.
Paper