11 papers
RankGLU: Residual Gated Score Formation for Cross-Sectional Stock Prediction
Huixiang Xiao, Jian Xu, Feiyu Qu +2
Cross-sectional stock prediction is closer to a ranking problem than to ordinary return-magnitude regression, since portfolio decisions depend on the relative ordering of assets wi…
MathlibLemma: Folklore Lemma Generation and Benchmark for Formal Mathematics
Xinyu Liu, Zixuan Xie, Amir Moeini +5
While the ecosystem of Lean and Mathlib has enjoyed celebrated success in formal mathematical reasoning with the help of large language models (LLMs), the absence of many folklore…
Extensions of Robbins-Siegmund Theorem with Applications in Reinforcement Learning
Xinyu Liu, Zixuan Xie, Shangtong Zhang
The Robbins-Siegmund theorem establishes the convergence of stochastic processes that are almost supermartingales and is one of the most commonly used approaches for analyzing stoc…
Beyond Linear Attention: Softmax Transformers Implement In-Context Reinforcement Learning
Zixuan Xie, Xinyu Liu, Claire Chen +3
In-context reinforcement learning (ICRL) studies agents that, after pretraining, adapt to new tasks by conditioning on additional context without parameter updates. Existing theore…
From Feedback Loops to Policy Updates: Reinforcement Fine-Tuning for LLM-Based Alpha Factor Discovery
Lingzhe Zhang, Tong Jia, Yunpeng Zhai +5
Modern quantitative trading increasingly relies on systematic models to extract predictive signals from large-scale financial data, where alpha factor discovery plays a central rol…
Offline Two-Player Zero-Sum Markov Games with KL Regularization
Claire Chen, Yuheng Zhang, Xinyu Liu +3
We study the problem of learning Nash equilibria in offline two-player zero-sum Markov games. While existing approaches often rely on explicit pessimism to address distribution shi…