4 citations · 4 across the 3 of their papers we have counts for
3 papers
cs.CE2025
From Flat to Hierarchical: Evolving Tree-structured Thoughts for Fine-grained Alpha Mining
Junji Ren, Junjie Zhao, Shengcai Liu +1
Alpha mining, aimed at discovering predictive return signals, is typically formulated as symbolic regression. Traditional symbolic methods suffer from search inefficiency and biase…
cs.CE2025
Towards Calibrating Financial Market Simulators with High-frequency Data
Peng Yang, Junji Ren, Feng Wang +1
The fidelity of financial market simulation is restricted by the so-called "non-identifiability" difficulty when calibrating high-frequency data. This paper first analyzes the inhe…
q-fin.CP2024★ 4 cited
Alleviating Non-identifiability: a High-fidelity Calibration Objective for Financial Market Simulation with Multivariate Time Series Data
Chenkai Wang, Junji Ren, Peng Yang
The non-identifiability issue has been frequently reported in social simulation works, where different parameters of an agent-based simulation model yield indistinguishable simulat…