A trajectory-level reward shaping method for RL-based formulaic alpha mining uses exact subsequence matching against expert formulas and reward centering to accelerate training and slightly improve mined factors.
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Learning from Expert Factors: Trajectory-level Reward Shaping for Formulaic Alpha Mining
A trajectory-level reward shaping method for RL-based formulaic alpha mining uses exact subsequence matching against expert formulas and reward centering to accelerate training and slightly improve mined factors.