66 citations · 162 across the 35 of their papers we have counts for
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q-fin.ST2026
Dynamic Forecasting and Temporal Feature Evolution of Stock Repurchases in Listed Companies Using Attention-Based Deep Temporal Networks
Xiang Ao, Jingxuan Zhang, Xinyu Zhao
Accurately predicting stock repurchases is crucial for quantitative investment and risk management, yet traditional static models fail to capture the complex temporal dependencies…
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…