78 citations · 199 across the 10 of their papers we have counts for
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q-fin.ST2023★ 25 cited
Generating Synergistic Formulaic Alpha Collections via Reinforcement Learning
Shuo Yu, Hongyan Xue, Xiang Ao +4
In the field of quantitative trading, it is common practice to transform raw historical stock data into indicative signals for the market trend. Such signals are called alpha facto…
cs.LG2023★ 3 cited
Style Miner: Find Significant and Stable Explanatory Factors in Time Series with Constrained Reinforcement Learning
Dapeng Li, Feiyang Pan, Jia He +3
In high-dimensional time-series analysis, it is essential to have a set of key factors (namely, the style factors) that explain the change of the observed variable. For example, vo…