Lecture image placeholder

Premium content

Access to this content requires a subscription. You must be a premium user to view this content.

Monthly subscription - $9.99Pay per view - $4.99Access through your institutionLogin with Underline account
Need help?
Contact us
Lecture placeholder background

AAAI 2025

February 28, 2025

Philadelphia, United States

Would you like to see your presentation here, made available to a global audience of researchers?
Add your own presentation or have us affordably record your next conference.

The complexity of financial data, characterized by its variability and low signal-to-noise ratio, necessitates advanced methods in quantitative investment that prioritize both performance and interpretability.Transitioning from early manual extraction to genetic programming, the most advanced approach in the alpha factor mining domain currently employs reinforcement learning to mine a set of combination factors with fixed weights. However, the performance of resultant alpha factors exhibits inconsistency, and the inflexibility of fixed factor weights proves insufficient in adapting to the dynamic nature of financial markets. To address this issue, this paper proposes a two-stage formulaic alpha generating framework AlphaForge, for alpha factor mining and factor combination. This framework employs a generative-predictive neural network to generate factors, leveraging the robust spatial exploration capabilities inherent in deep learning while concurrently preserving diversity. The combination model within the framework incorporates the temporal performance of factors for selection and dynamically adjusts the weights assigned to each component alpha factor. Experiments conducted on real-world datasets demonstrate that our proposed model outperforms contemporary benchmarks in formulaic alpha factor mining. Furthermore, our model exhibits a notable enhancement in portfolio returns within the realm of quantitative investment and real money investment.

Next from AAAI 2025

Patch-level Sounding Object Tracking for Audio-Visual Question Answering
poster

Patch-level Sounding Object Tracking for Audio-Visual Question Answering

AAAI 2025

+3
Zhangbin Li and 5 other authors

28 February 2025

Stay up to date with the latest Underline news!

Select topic of interest (you can select more than one)

PRESENTATIONS

  • All Presentations
  • For Librarians
  • Resource Center
  • Free Trial
Underline Science, Inc.
1216 Broadway, 2nd Floor, New York, NY 10001, USA

© 2026 Underline - All rights reserved