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Transaction-aware inverse reinforcement learning for trading in stock markets Journal article
Sun, Qizhou, Gong, Xueyuan, Si, Yain Whar. Transaction-aware inverse reinforcement learning for trading in stock markets[J]. Applied Intelligence, 2023, 53(23), 28186-28206.
Authors:  Sun, Qizhou;  Gong, Xueyuan;  Si, Yain Whar
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:3.4/3.9 | Submit date:2024/01/02
Algorithmic Trading  Finance  Inverse Reinforcement Learning  Transaction-aware  
Algorithmic trading and post-earnings-announcement drift: A cross-country study Journal article
Tao Chen. Algorithmic trading and post-earnings-announcement drift: A cross-country study[J]. International Journal of Accounting, 2023, 58(1), 2350003.
Authors:  Tao Chen
Favorite | TC[WOS]:2 TC[Scopus]:0 | Submit date:2023/08/03
Algorithmic Trading  Disclosure Requirements  Information Dissemination  Investor Protection  Post-earnings-announcement Drift  
Algorithmic trading and post-earnings-announcement drift: A cross-country study Journal article
Tao Chen. Algorithmic trading and post-earnings-announcement drift: A cross-country study[J]. International Journal of Accounting, 2023, 58(1), 2350003.
Authors:  Tao Chen
Favorite | TC[WOS]:2 TC[Scopus]:0  IF:2.0/2.7 | Submit date:2022/07/28
Algorithmic Trading  Post-earnings-announcement Drift  Investor Protection  Information Dissemination  Disclosure Requirements  
Supervised actor-critic reinforcement learning with action feedback for algorithmic trading Journal article
Sun, Qizhou, Si, Yain-Whar. Supervised actor-critic reinforcement learning with action feedback for algorithmic trading[J]. Applied Intelligence, 2022, 53(13), 16875–16892.
Authors:  Sun, Qizhou;  Si, Yain-Whar
Favorite | TC[WOS]:4 TC[Scopus]:4  IF:3.4/3.9 | Submit date:2022/12/28
Finance  Reinforcement Learning  Supervised Learning  Algorithmic Trading  
Trend following with contrarian strategy and firefly optimization Algorithm Conference paper
Mei Zhao, Yain-Whar Si. Trend following with contrarian strategy and firefly optimization Algorithm[C]:IEEE, 2020, 818-824.
Authors:  Mei Zhao;  Yain-Whar Si
Favorite | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/12/06
Algorithmic Trading  Contrarian Strategy  Technical Analysis  Technical Indicators  Trend Following