Jan 8, 2026 · Artificial Intelligence

Alpha‑R1: Reinforcement‑Learning‑Driven Large‑Model Alpha Factor Selection

Alpha‑R1 integrates reinforcement learning with an 8‑billion‑parameter LLM to jointly process price and news data, creating context‑aware factor embeddings that outperform traditional quantitative and generic LLM baselines on CSI 300 and CSI 1000 portfolios, demonstrating robust alpha‑decay resistance and zero‑sample generalization.

Financial AIalpha factor selectionlarge language model

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Alpha‑R1: Reinforcement‑Learning‑Driven Large‑Model Alpha Factor Selection

Sohu Tech Products

Jul 21, 2021 · Artificial Intelligence

Kaggle Jane Street Market Prediction Competition Summary and Model Insights

This article summarizes the author's participation in the Kaggle Jane Street Market Prediction competition, detailing the anonymous feature dataset, utility‑score metric, data preprocessing, the combined AE‑MLP and XGBoost modeling approach, threshold tuning, experimental findings, and references for further study.

AutoencoderKaggleMLP

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Kaggle Jane Street Market Prediction Competition Summary and Model Insights