3 papers
cs.CE2026
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.LG2025
Learning from Expert Factors: Trajectory-level Reward Shaping for Formulaic Alpha Mining
Junjie Zhao, Chengxi Zhang, Chenkai Wang +1
Reinforcement learning (RL) has successfully automated the complex process of mining formulaic alpha factors, for creating interpretable and profitable investment strategies. Howev…
q-fin.CP2025
QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Variance-bounded REINFORCE
Junjie Zhao, Chengxi Zhang, Min Qin +1
Alpha factor mining aims to discover investment signals from the historical financial market data, which can be used to predict asset returns and gain excess profits. Powerful deep…