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q-fin.TR2025
Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning
Zuoyou Jiang, Li Zhao, Rui Sun +6
Signal decay and regime shifts pose recurring challenges for data-driven investment strategies in non-stationary markets, where conventional time-series and machine learning approa…
q-fin.PM2025★ 1 cited
Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information
Jinghai He, Cheng Hua, Chunyang Zhou +1
We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise mar…