Feature enrichment imitative reinforcement learning for high-frequency trading

Fei Han 0001, Qinghua Ling, Sheng Lu, Henry Han. Feature enrichment imitative reinforcement learning for high-frequency trading. Expert Syst. Appl., 296:129043, 2026. [doi]

@article{HanLLH26,
  title = {Feature enrichment imitative reinforcement learning for high-frequency trading},
  author = {Fei Han 0001 and Qinghua Ling and Sheng Lu and Henry Han},
  year = {2026},
  doi = {10.1016/j.eswa.2025.129043},
  url = {https://doi.org/10.1016/j.eswa.2025.129043},
  researchr = {https://researchr.org/publication/HanLLH26},
  cites = {0},
  citedby = {0},
  journal = {Expert Syst. Appl.},
  volume = {296},
  pages = {129043},
}