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AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors

— · 2024
L0.3 · Financial AgentsarXiv:2406.18394#alpha-mining#deep-learning
CORE IDEA
DL-based generator 生成 formulaic alpha，再用 dynamic combination network 学习如何 combine。
CONCRETE EXAMPLE
CSI300/CSI500 上把 100 个 candidate alpha 动态合成，Sharpe 显著高于静态加权。
L-ANCHOR · 为什么在这一层重要
从 expression search 到 expression + combination 双层学习
arXiv:2406.18394 ↗

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