arXiv AI By Hongjun Ding, Binqi Chen, Jinsheng Huang, Taian Guo, Zhengyang Mao, Guoyi Shao, Lutong Zou, Luchen Liu, Ming Zhang

AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining

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arXiv:2508. 13174v2 Announce Type: replace Abstract: Formula alpha mining, which generates predictive signals from financial data, is critical for quantitative investment.

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arXiv Machine Learning
Jul 28

MAPLE: Efficient and Diverse Multi-Alpha Generation for Portfolio Construction

arXiv:2607. 24131v1 Announce Type: new Abstract: Classical alpha mining achieves strong risk-adjusted returns by combining many low-correlated predictive signals, yet deep learning stock-ranking methods typically produce a single alpha per stock, rely on increasingly complex architectures with diminishing gains, and obtain diversity only through separate models or implicit routing, without explicitly controlling inter-alpha correlation.

By Yu-Chen Den, Kuan-Yu Chen, Kendro Vincent, Tien-Hao Chang