3 papers
q-fin.ST2024
Alpha Mining and Enhancing via Warm Start Genetic Programming for Quantitative Investment
Weizhe Ren, Yichen Qin, Yang Li
Traditional genetic programming (GP) often struggles in stock alpha factor discovery due to its vast search space, overwhelming computational burden, and sporadic effective alphas.…
stat.ME2024
Adaptive Weighted Random Isolation (AWRI): a simple design to estimate causal effects under network interference
Changhao Shi, Haoyu Yang, Yichen Qin +1
Recently, causal inference under interference has gained increasing attention in the literature. In this paper, we focus on randomized designs for estimating the total treatment ef…
stat.ME2023
Assessing Estimation Uncertainty under Model Misspecification
Rong Li, Yichen Qin, Yang Li
Model misspecification is ubiquitous in data analysis because the data-generating process is often complex and mathematically intractable. Therefore, assessing estimation uncertain…