2 papers
cs.CE2026
Adaptive Alpha Weighting with PPO: Enhancing Prompt-Based LLM-Generated Alphas in Quant Trading
Qizhao Chen, Hiroaki Kawashima
This paper introduces a reinforcement learning framework that employs Proximal Policy Optimization (PPO) to dynamically optimize the weights of multiple large language model (LLM)-…
cs.CE2026
Sentiment-Aware Stock Price Prediction with Transformer and LLM-Generated Formulaic Alpha
Qizhao Chen, Hiroaki Kawashima
Traditionally, traders and quantitative analysts address alpha decay by manually crafting formulaic alphas, mathematical expressions that identify patterns or signals in financial…