English
Related papers

Related papers: FactorEngine: A Program-level Knowledge-Infused Fa…

200 papers

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…

Computation and Language · Computer Science 2026-04-21 Fengyuan Liu , Yi Huang , Sichun Luo , Yuqi Wang , Yazheng Yang , Xinye Li , Zefa Hu , Junlan Feng , Qi Liu

The goal of automated feature generation is to liberate machine learning experts from the laborious task of manual feature generation, which is crucial for improving the learning performance of tabular data. The major challenge in automated…

Machine Learning · Computer Science 2023-06-06 Tianping Zhang , Zheyu Zhang , Zhiyuan Fan , Haoyan Luo , Fengyuan Liu , Qian Liu , Wei Cao , Jian Li

Mining of formulaic alpha factors refers to the process of discovering and developing specific factors or indicators (referred to as alpha factors) for quantitative trading in stock market. To efficiently discover alpha factors in vast…

Computational Engineering, Finance, and Science · Computer Science 2024-07-09 Hong-Gi Shin , Sukhyun Jeong , Eui-Yeon Kim , Sungho Hong , Young-Jin Cho , Yong-Hoon Choi

Recent research has demonstrated that Feed-Forward Networks (FFNs) in Large Language Models (LLMs) play a pivotal role in storing diverse linguistic and factual knowledge. Conventional methods frequently face challenges due to knowledge…

Computation and Language · Computer Science 2024-08-23 Zhongyu Zhao , Menghang Dong , Rongyu Zhang , Wenzhao Zheng , Yunpeng Zhang , Huanrui Yang , Dalong Du , Kurt Keutzer , Shanghang Zhang

Automatically discovering formulaic alpha factors is a central problem in quantitative finance. Existing methods often ignore syntactic and semantic constraints, relying on exhaustive search over unstructured and unbounded spaces. We…

Computational Finance · Quantitative Finance 2026-01-30 Han Yang , Dong Hao , Zhuohan Wang , Qi Shi , Xingtong Li

The rapid advancement of Large Language Models (LLMs) has led to a surge of financial benchmarks, evolving from static knowledge evaluation toward interactive trading simulations. However, existing frameworks for evaluating real-time…

Trading and Market Microstructure · Quantitative Finance 2026-05-28 Wentao Zhang , Mingxuan Zhao , Jincheng Gao , Jieshun You , Huaiyu Jia , Yilei Zhao , Bo An , Shuo Sun

Financial markets are noisy and non-stationary, making alpha mining highly sensitive to backtest noise and regime shifts. While recent agentic frameworks improve automation, they often lack controllable multi-round search and reliable reuse…

Statistical Finance · Quantitative Finance 2026-05-19 Jun Han , Shuo Zhang , Wei Li , Yifan Dong , Tu Hu , Yumo Zhu , Xiaomin Yu , Xin Guo , Zhaowei Liu , Kunyi Wang , Jingping Liu , Tianyi Jiang , Ruichuan An , Sen Hu , Zhi Yang , Ronghao Che , Huacan Wang

The performance of deep learning models is critically dependent on sophisticated optimization strategies. While existing optimizers have shown promising results, many rely on first-order Exponential Moving Average (EMA) techniques, which…

Computer Vision and Pattern Recognition · Computer Science 2024-12-10 Roi Peleg , Yair Smadar , Teddy Lazebnik , Assaf Hoogi

Quantitative research increasingly relies on unstructured financial content such as filings, earnings calls, and research notes, yet existing LLM and RAG pipelines struggle with point-in-time correctness, evidence attribution, and…

Computational Engineering, Finance, and Science · Computer Science 2025-09-29 Haoxue Wang , Keli Wen , Yuante Li , Qiancheng Qu , Xiangxu Mu , Xinjie Shen , Jiaqi Gao , Chenyang Chang , Chuhan Xie , San Yu Cheung , Zhuoyuan Hu , Xinyu Wang , Sirui Bi , Bi'an Du

Predictive modeling often faces challenges due to limited data availability and quality, especially in domains where collected features are weakly correlated with outcomes and where additional feature collection is constrained by ethical or…

Machine Learning · Computer Science 2024-10-08 Bingxuan Li , Pengyi Shi , Amy Ward

Feature selection reduces the dimensionality of data by identifying a subset of the most informative features. In this paper, we propose an innovative framework for unsupervised feature selection, called fractal autoencoders (FAE). It…

Machine Learning · Computer Science 2022-01-06 Xinxing Wu , Qiang Cheng

Given the data-intensive and collaborative trend in science, the software engineering community also pays increasing attention to obtaining valuable and useful insights from data repositories. Nevertheless, applying data science to software…

Software Engineering · Computer Science 2021-03-03 Zheng Li

Effective features are crucial for predictive model performance, but creating them often requires domain expertise, limiting scalability across applications. We define feature engineering as an agentic code generation problem: features are…

Computation and Language · Computer Science 2026-05-29 Hangxuan Li , Renjun Jia , Xuezhang Wu , Yunjie Qian , Zeqi Zheng , Xianling Zhang

The quality of Machine Learning (ML) models strongly depends on the input data, as such generating high-quality features is often required to improve the predictive accuracy. This process is referred to as Feature Engineering (FE). However,…

Machine Learning · Computer Science 2024-10-04 Mohamed Bouadi , Arta Alavi , Salima Benbernou , Mourad Ouziri

The training of diffusion models is computationally intensive, making effective pre-training essential. However, real-world deployments often demand models of variable sizes due to diverse memory and computational constraints, posing…

Computer Vision and Pattern Recognition · Computer Science 2026-03-05 Yucheng Xie , Fu Feng , Ruixiao Shi , Jianlu Shen , Jing Wang , Yong Rui , Xin Geng

Finite element (FE) analysis guides the design and verification of nearly all manufactured objects. It is at the core of computational engineering, enabling simulation of complex physical systems, from fluids and solids to multiphysics…

Computational Engineering, Finance, and Science · Computer Science 2026-04-15 Rushikesh Deotale , Adithya Srinivasan , Yuan Tian , Tianyi Zhang , Pavlos Vlachos , Hector Gomez

Auto Feature Engineering (AFE) plays a crucial role in developing practical machine learning pipelines by automating the transformation of raw data into meaningful features that enhance model performance. By generating features in a…

Machine Learning · Statistics 2024-10-29 Tatsuya Matsukawa , Tomohiro Shiraishi , Shuichi Nishino , Teruyuki Katsuoka , Ichiro Takeuchi

The deployment of large language models (LLMs) in real-world applications is increasingly limited by their high inference cost. While recent advances in dynamic token-level computation allocation attempt to improve efficiency by selectively…

Computation and Language · Computer Science 2025-10-17 Chao Han , Yijuan Liang , Zihao Xuan , Daokuan Wu , Wei Zhang , Xiaoyu Shen

Deep learning classifiers achieve state-of-the-art performance in various risk detection applications. They explore rich semantic representations and are supposed to automatically discover risk behaviors. However, due to the lack of…

Cryptography and Security · Computer Science 2025-05-15 Yiling He , Jian Lou , Zhan Qin , Kui Ren

This work advances autonomous robot exploration by integrating agent-level semantic reasoning with fast local control. We introduce FARE, a hierarchical autonomous exploration framework that integrates a large language model (LLM) for…