AlphaSAGE is a GFlowNet framework with an RGCN structure-aware encoder and dense multi-faceted rewards that mines diverse, novel, and predictive formulaic alphas for quantitative trading.
Learning from expert factors: Trajectory-level reward shaping for formulaic alpha mining, 2025
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AlphaSAGE: Structure-Aware Alpha Mining via GFlowNets for Robust Exploration
AlphaSAGE is a GFlowNet framework with an RGCN structure-aware encoder and dense multi-faceted rewards that mines diverse, novel, and predictive formulaic alphas for quantitative trading.