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.
An empirical study of financial factor mining based on gene expression programming
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.CP 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
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.