2 citations · 2 across the 3 of their papers we have counts for
3 papers
cs.AI2025
Navigating the Alpha Jungle: An LLM-Powered MCTS Framework for Formulaic Factor Mining
Yu Shi, Yitong Duan, Jian Li
Alpha factor mining is pivotal in quantitative investment for identifying predictive signals from complex financial data. While traditional formulaic alpha mining relies on human e…
q-fin.ST2025
FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction
Yitong Duan, Weiran Wang, Jian Li
As a fundamental method in economics and finance, the factor model has been extensively utilized in quantitative investment. In recent years, there has been a paradigm shift from t…
q-fin.TR2023★ 2 cited
Towards Generalizable Reinforcement Learning for Trade Execution
Chuheng Zhang, Yitong Duan, Xiaoyu Chen +3
Optimized trade execution is to sell (or buy) a given amount of assets in a given time with the lowest possible trading cost. Recently, reinforcement learning (RL) has been applied…