1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.CP2024
RiskMiner: Discovering Formulaic Alphas via Risk Seeking Monte Carlo Tree Search
Tao Ren, Ruihan Zhou, Jinyang Jiang +3
The formulaic alphas are mathematical formulas that transform raw stock data into indicated signals. In the industry, a collection of formulaic alphas is combined to enhance modeli…
cs.LG2024★ 1 cited
AlphaRank: An Artificial Intelligence Approach for Ranking and Selection Problems
Ruihan Zhou, L. Jeff Hong, Yijie Peng
We introduce AlphaRank, an artificial intelligence approach to address the fixed-budget ranking and selection (R&S) problems. We formulate the sequential sampling decision as a Mar…