Quantfactor REINFORCE: mining steady formulaic alpha factors with variance-bounded REINFORCE

DOI10.1109/TSP.2025.3576781MaRDI QIDQ6901430zbMATH OpenFDO

Authors Junjie Zhao, Chengxi Zhang, Min Qin

Publication date 12 November 2025

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TSP.2025.3576781

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Markov and semi-Markov decision processes (90C40) Financial markets (91G15)

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