{"id":"https://openalex.org/W4413076011","doi":"https://doi.org/10.1016/j.eswa.2025.129043","title":"Feature enrichment imitative reinforcement learning for high-frequency trading","display_name":"Feature enrichment imitative reinforcement learning for high-frequency trading","publication_year":2025,"publication_date":"2025-07-17","ids":{"openalex":"https://openalex.org/W4413076011","doi":"https://doi.org/10.1016/j.eswa.2025.129043"},"language":"en","primary_location":{"id":"doi:10.1016/j.eswa.2025.129043","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.eswa.2025.129043","pdf_url":null,"source":{"id":"https://openalex.org/S13144211","display_name":"Expert Systems with Applications","issn_l":"0957-4174","issn":["0957-4174","1873-6793"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Expert Systems with Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5090937408","display_name":"Fei Han","orcid":"https://orcid.org/0000-0002-1598-9048"},"institutions":[{"id":"https://openalex.org/I115592961","display_name":"Jiangsu University","ror":"https://ror.org/03jc41j30","country_code":"CN","type":"education","lineage":["https://openalex.org/I115592961"]},{"id":"https://openalex.org/I157394403","display_name":"Baylor University","ror":"https://ror.org/005781934","country_code":"US","type":"education","lineage":["https://openalex.org/I157394403"]}],"countries":["CN","US"],"is_corresponding":true,"raw_author_name":"Fei Han","raw_affiliation_strings":["School of Computer Science and Communication Engineering, Jiangsu University, Zhenjiang, 212013, China","School of Engineering and Computer Science, Baylor University, Waco, TX, 76798, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computer Science and Communication Engineering, Jiangsu University, Zhenjiang, 212013, China","institution_ids":["https://openalex.org/I115592961"]},{"raw_affiliation_string":"School of Engineering and Computer Science, Baylor University, Waco, TX, 76798, USA","institution_ids":["https://openalex.org/I157394403"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Fei Han","orcid":null},"institutions":[{"id":"https://openalex.org/I115592961","display_name":"Jiangsu University","ror":"https://ror.org/03jc41j30","country_code":"CN","type":"education","lineage":["https://openalex.org/I115592961"]},{"id":"https://openalex.org/I157394403","display_name":"Baylor University","ror":"https://ror.org/005781934","country_code":"US","type":"education","lineage":["https://openalex.org/I157394403"]}],"countries":["CN","US"],"is_corresponding":false,"raw_author_name":"Fei Han","raw_affiliation_strings":["School of Computer Science and Communication Engineering, Jiangsu University, Zhenjiang, 212013, China","School of Engineering and Computer Science, Baylor University, Waco, TX, 76798, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computer Science and Communication Engineering, Jiangsu University, Zhenjiang, 212013, China","institution_ids":["https://openalex.org/I115592961"]},{"raw_affiliation_string":"School of Engineering and Computer Science, Baylor University, Waco, TX, 76798, USA","institution_ids":["https://openalex.org/I157394403"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5041893866","display_name":"Qing-Hua Ling","orcid":null},"institutions":[{"id":"https://openalex.org/I4210096899","display_name":"Jiangsu University of Science and Technology","ror":"https://ror.org/00tyjp878","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210096899"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Qinghua Ling","raw_affiliation_strings":["School of Computer Science, Jiangsu University of Science and Technology, Zhenjiang, 212100, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computer Science, Jiangsu University of Science and Technology, Zhenjiang, 212100, China","institution_ids":["https://openalex.org/I4210096899"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Sheng Lu","orcid":null},"institutions":[{"id":"https://openalex.org/I115592961","display_name":"Jiangsu University","ror":"https://ror.org/03jc41j30","country_code":"CN","type":"education","lineage":["https://openalex.org/I115592961"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Sheng Lu","raw_affiliation_strings":["School of Computer Science and Communication Engineering, Jiangsu University, Zhenjiang, 212013, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computer Science and Communication Engineering, Jiangsu University, Zhenjiang, 212013, China","institution_ids":["https://openalex.org/I115592961"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5087988017","display_name":"Henry Han","orcid":"https://orcid.org/0000-0003-0273-6719"},"institutions":[{"id":"https://openalex.org/I157394403","display_name":"Baylor University","ror":"https://ror.org/005781934","country_code":"US","type":"education","lineage":["https://openalex.org/I157394403"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Henry Han","raw_affiliation_strings":["School of Engineering and Computer Science, Baylor University, Waco, TX, 76798, USA"],"raw_orcid":"https://orcid.org/0000-0003-0273-6719","affiliations":[{"raw_affiliation_string":"School of Engineering and Computer Science, Baylor University, Waco, TX, 76798, USA","institution_ids":["https://openalex.org/I157394403"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5087988017","https://openalex.org/A5090937408"],"corresponding_institution_ids":["https://openalex.org/I115592961","https://openalex.org/I157394403"],"apc_list":{"value":3220,"currency":"USD","value_usd":3220},"apc_paid":null,"fwci":1.1512,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.81237962,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":97},"biblio":{"volume":"296","issue":null,"first_page":"129043","last_page":"129043"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9815999865531921,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9659000039100647,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.7493605017662048},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6971879005432129},{"id":"https://openalex.org/keywords/feature","display_name":"Feature (linguistics)","score":0.6729559898376465},{"id":"https://openalex.org/keywords/reinforcement","display_name":"Reinforcement","score":0.6148019433021545},{"id":"https://openalex.org/keywords/high-frequency-trading","display_name":"High-frequency trading","score":0.5785951614379883},{"id":"https://openalex.org/keywords/q-learning","display_name":"Q-learning","score":0.5473170876502991},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4496942460536957},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3490385413169861},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.1623762547969818},{"id":"https://openalex.org/keywords/psychology","display_name":"Psychology","score":0.10986253619194031},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.07227253913879395},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.05857011675834656}],"concepts":[{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.7493605017662048},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6971879005432129},{"id":"https://openalex.org/C2776401178","wikidata":"https://www.wikidata.org/wiki/Q12050496","display_name":"Feature (linguistics)","level":2,"score":0.6729559898376465},{"id":"https://openalex.org/C67203356","wikidata":"https://www.wikidata.org/wiki/Q1321905","display_name":"Reinforcement","level":2,"score":0.6148019433021545},{"id":"https://openalex.org/C24683644","wikidata":"https://www.wikidata.org/wiki/Q138372","display_name":"High-frequency trading","level":3,"score":0.5785951614379883},{"id":"https://openalex.org/C188116033","wikidata":"https://www.wikidata.org/wiki/Q2664563","display_name":"Q-learning","level":3,"score":0.5473170876502991},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4496942460536957},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3490385413169861},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.1623762547969818},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.10986253619194031},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.07227253913879395},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.05857011675834656},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C77805123","wikidata":"https://www.wikidata.org/wiki/Q161272","display_name":"Social psychology","level":1,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/j.eswa.2025.129043","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.eswa.2025.129043","pdf_url":null,"source":{"id":"https://openalex.org/S13144211","display_name":"Expert Systems with Applications","issn_l":"0957-4174","issn":["0957-4174","1873-6793"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Expert Systems with Applications","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G4095104069","display_name":null,"funder_award_id":"80NSSC22K1015","funder_id":"https://openalex.org/F4320306101","funder_display_name":"National Aeronautics and Space Administration"},{"id":"https://openalex.org/G562737511","display_name":null,"funder_award_id":"80NSSC22K1015","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G5858132619","display_name":"SHINE: Understanding the Physical Connection of the in-situ Properties and Coronal Origins of the Solar Wind with a Novel Artificial Intelligence Investigation","funder_award_id":"2229138","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G6109895777","display_name":null,"funder_award_id":"61976108","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320306101","display_name":"National Aeronautics and Space Administration","ror":"https://ror.org/027ka1x80"},{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":57,"referenced_works":["https://openalex.org/W398859631","https://openalex.org/W1164113157","https://openalex.org/W1536270760","https://openalex.org/W1556804076","https://openalex.org/W1972978214","https://openalex.org/W2124764761","https://openalex.org/W2297399739","https://openalex.org/W2560674852","https://openalex.org/W2612690371","https://openalex.org/W2747329762","https://openalex.org/W2760506156","https://openalex.org/W2787938642","https://openalex.org/W2930957955","https://openalex.org/W2963864421","https://openalex.org/W2969886070","https://openalex.org/W2987434780","https://openalex.org/W3035574064","https://openalex.org/W3110857839","https://openalex.org/W3162607076","https://openalex.org/W3203375555","https://openalex.org/W3211452587","https://openalex.org/W4200291078","https://openalex.org/W4210360375","https://openalex.org/W4210404112","https://openalex.org/W4214717370","https://openalex.org/W4285333956","https://openalex.org/W4294691400","https://openalex.org/W4318159260","https://openalex.org/W4362722548","https://openalex.org/W4385421773","https://openalex.org/W4387431647","https://openalex.org/W4389537592","https://openalex.org/W4400268938","https://openalex.org/W4401281348","https://openalex.org/W4403261974","https://openalex.org/W4404070972","https://openalex.org/W4412722623","https://openalex.org/W6602187859","https://openalex.org/W6640174482","https://openalex.org/W6683258052","https://openalex.org/W6684338915","https://openalex.org/W6684921986","https://openalex.org/W6687681856","https://openalex.org/W6718092244","https://openalex.org/W6739901393","https://openalex.org/W6747473740","https://openalex.org/W6748645729","https://openalex.org/W6748839928","https://openalex.org/W6751659697","https://openalex.org/W6772191689","https://openalex.org/W6775696663","https://openalex.org/W6786275528","https://openalex.org/W6786852218","https://openalex.org/W6804111258","https://openalex.org/W6810637551","https://openalex.org/W6859607777","https://openalex.org/W6874183494"],"related_works":["https://openalex.org/W2742483371","https://openalex.org/W3096874164","https://openalex.org/W2166117066","https://openalex.org/W3087814763","https://openalex.org/W2357975469","https://openalex.org/W2136202932","https://openalex.org/W4376605461","https://openalex.org/W4400868993","https://openalex.org/W2361647908","https://openalex.org/W2952356279"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1}],"updated_date":"2026-07-21T08:15:58.654021","created_date":"2025-10-10T00:00:00"}
