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.
Grammar Guided SearchMonte Carlo Tree Searchalpha factor
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