作者位次 #3/9ACL 2026Poster· Natural Language Processing
Cognitive Alpha Mining via LLM -Driven Code-Based Evolution
Fengyuan Liu · Yi Huang · Sichun Luo · Yuqi Wang · Yazheng Yang · Xinye Li · Zefa Hu · Junlan Feng · Qi Liu
摘要
Discovering effective predictive signals, or “alphas,” from financial data with high dimensionality and extremely low signal-to-noise ratio remains a difficult open problem. Despite progress in deep learning, genetic programming, and, more recently, large language model (LLM)–based factor generat...