Transaction-aware inverse reinforcement learning for trading in stock markets.
Qizhou SunXueyuan GongYain-Whar SiPublished in: Appl. Intell. (2023)
Keyphrases
- inverse reinforcement learning
- stock market
- stock data
- stock exchange
- trading rules
- financial markets
- trading strategies
- trading systems
- foreign exchange
- stock trading
- partially observable environments
- preference elicitation
- technical indicators
- stock price
- short term
- financial time series
- reward function
- investment strategies
- temporal difference
- stock returns
- portfolio optimization
- market data
- financial data
- financial information
- state space
- sample set
- garch model