RiskMiner: Discovering Formulaic Alphas via Risk Seeking Monte Carlo Tree Search

By Tao Ren, Ruihan Zhou, Jinyang Jiang, Jiafeng Liang, Qinghao Wang, Yijie Peng

Published 2024-02-29

Everscope rating

1635.1

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: RiskMiner. Problem types: Time Series Forecasting, Regression, Portfolio Optimization.

arXiv:2402.07080 · Paper rankings

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