7 papers
FactorMiner: A Self-Evolving Agent with Skills and Experience Memory for Financial Alpha Discovery
Yanlong Wang, Jian Xu, Hongkang Zhang +3
Formulaic alpha factor mining is a critical yet challenging task in quantitative investment, characterized by a vast search space and the need for domain-informed, interpretable si…
FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model
Yanlong Wang, Jian Xu, Fei Ma +8
Financial time series forecasting is both highly significant and challenging. Previous approaches typically standardized time series data before feeding it into forecasting models,…
Bounds on f-Divergences between Distributions within Generalized Quasi--Neighborhood
Xinchun Yu, Shuangqing Wei, Xiao-Ping Zhang
This work establishes computable bounds between f-divergences for probability measures within a generalized quasi--neighborhood framework. We make the followin…
FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models
Yanlong Wang, Jian Xu, Tiantian Gao +4
Despite the growing attention to time series forecasting in recent years, many studies have proposed various solutions to address the challenges encountered in time series predicti…
Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method
Yanlong Wang, Jian Xu, Shao-Lun Huang +2
This study seeks to advance the understanding and prediction of stock market return uncertainty through the application of advanced deep learning techniques. We introduce a novel d…
PSformer: Parameter-efficient Transformer with Segment Attention for Time Series Forecasting
Yanlong Wang, Jian Xu, Fei Ma +3
Time series forecasting remains a critical challenge across various domains, often complicated by high-dimensional data and long-term dependencies. This paper presents a novel tran…