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cs.CE2026
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…
cs.CE2026
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…