QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Variance-bounded REINFORCE

Fuente: arXiv

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Bibliographic Details
Main Authors:	Zhao, Junjie, Zhang, Chengxi, Qin, Min, Yang, Peng
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Artificial Intelligence Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2409.05144