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QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Vari

Variance-bounded REINFORCE variant for mining stable formulaic alpha factors.

Research & Papers
arxiv.orgPublished Sep 8, 2024
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Overview

Variance-bounded REINFORCE variant for mining stable formulaic alpha factors.

Topics & capabilities

reinforcement-learningalphapaper

Publication information

Publication title
QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Variance-bounded REINFORCE
Authors
Junjie Zhao, Chengxi Zhang, Min Qin, Peng Yang
Published
Sep 8, 2024
Last publication revision
Jun 17, 2025
Venue / journal
IEEE Transactions on Signal Processing, 2025
Subject areas
q-fin.CP, cs.AI, cs.LG
DOI
10.1109/TSP.2025.3576781 ↗
Publication source
arxiv.org · abs/2409.05144v3 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2409.05144 ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
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Code license
Apache-2.0
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