alpha-gfn
Unverified ML strategy on Multi by nshen7. BotFinder score 18 out of 100.
A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemented in Python&PyTorch.
Source: github
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alpha-gfn
Alpha-gfn: Mining formulaic alpha factors with generative flow networks --- Please check out our new paper that adopted the idea of this repo: - :star2::star2::star2: Chen, B., Ding, H., Shen, N., Huang, J., Guo, T., Liu, L., & Zhang, M. (2025). AlphaSAGE: Structure-Aware Alpha Mining via GFlowNets for Robust Exploration. Please cite this repository if you utilize any code provided herein.: - APA style: Shen, N. (2024). Alpha-gfn: Mining formulaic alpha factors with generative flow networks. https://github.com/nshen7/alpha-gfn - BibTeX style: ---- In this repo, we build an application that leverages a deep reinforcement learning framework to mine formulaic alpha factors using generative flow network models (i.e., GFlowNet). Due to industrial NDA, this repo only serves for demonstration purposes; hence, it only includes a simple example using a small amount of training data. We give a brief introduction on the fundamental components of the project by answering the following questions. - What are formulaic alpha factors and why search for them? - Basic components of reinforcement learn
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