Tagged articles

Alpha Factor

2 articles · Page 1 of 1
Bighead's Algorithm Notes
Bighead's Algorithm Notes
May 29, 2026 · Artificial Intelligence

AlphaCFG: Grammar‑Guided, Interpretable Alpha‑Factor Discovery Framework

AlphaCFG introduces a grammar‑based framework that defines a controllable search space for discovering syntactically valid, financially interpretable alpha factors, using syntax‑aware Monte‑Carlo tree search guided by value and policy networks, and demonstrates superior search efficiency and profitability on Chinese and US stock datasets.

Alpha FactorGrammar Guided SearchMonte Carlo Tree Search
0 likes · 17 min read
AlphaCFG: Grammar‑Guided, Interpretable Alpha‑Factor Discovery Framework
Bighead's Algorithm Notes
Bighead's Algorithm Notes
Feb 23, 2026 · Artificial Intelligence

How AlphaPROBE Leverages DAGs for Efficient Alpha‑Factor Mining

AlphaPROBE reformulates alpha‑factor discovery as a strategy‑navigation problem on a directed acyclic graph, combining a Bayesian factor retriever with a DAG‑aware generator to achieve superior prediction accuracy, stable returns, and faster training across three major Chinese stock markets.

Alpha FactorAlphaPROBEBayesian Retrieval
0 likes · 22 min read
How AlphaPROBE Leverages DAGs for Efficient Alpha‑Factor Mining