Generating Synergistic Formulaic Alpha Collections via Reinforcement Learning

1 code implementation • 25 May 2023 • Shuo Yu, Hongyan Xue, Xiang Ao, Feiyang Pan, Jia He, Dandan Tu, Qing He

In practice, a set of formulaic alphas is often used together for better modeling precision, so we need to find synergistic formulaic alpha sets that work well together.

reinforcement-learning Reinforcement Learning (RL)