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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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53106158211 · Jun 202019922001200920172026
48 results for factor mining

AlphaForge mines and dynamically combines alpha factors for better investment performance.

problem Inconsistency and inflexibility of fixed factor weights in alpha factor mining.
method Generative-predictive neural network for factor generation and dynamic weight adjustment.
result Demonstrated superior performance in formulaic alpha factor mining and portfolio returns.

Paper proposes a new REINFORCE algorithm for mining formulaic alpha factors with reduced variance.

problem Mining formulaic alpha factors with interpretability and robustness in volatile markets.
method Developed a novel REINFORCE algorithm with a dedicated baseline and reward shaping.
result Boosts correlation with returns by 3.83% and enhances excess returns compared to existing methods.

QuantaAlpha uses evolutionary algorithms to mine financial alpha robustly across market distributions.

problem Challenges in alpha mining due to market noise and regime shifts.
method Evolutionary framework treating each mining run as a trajectory, mutation, crossover, targeted revision, and reuse of effective patterns.
result Consistent gains over strong baselines and prior systems, achieving high IC and ARR.

AlphaLogics mines market logic to generate interpretable alpha factors.

problem Complex, opaque alpha factors from factor mining overlook market logic.
method Market Logic Mining, Factor Generation and Optimization, Market Logic Generation and Optimization.
result AlphaLogics improves predictive metrics and risk-adjusted returns over baselines.

FactorGCL uses hypergraph learning to predict stock returns by mining hidden factors.

problem Mining effective factors in data-driven models is challenging due to low signal-to-noise ratio in market data.
method FactorGCL employs a hypergraph structure and temporal residual contrastive learning to extract hidden factors.
result FactorGCL outperforms existing methods and mines effective hidden factors for predicting stock returns.

The paper analyzes market risk factors for a mining company using a VAR model with stable distribution.

problem Understanding mid- and long-term dynamics of market risk factors for a mining company.
method Two-dimensional vector autoregressive (VAR) model with α-stable distribution, identifying two regimes.
result Derives dynamics of copper price in PLN, crucial for company risk exposure.

FactorMiner discovers financial alpha factors with low redundancy.

problem Finding novel financial alpha factors in a vast search space.
method Modular Skill Architecture and Experience Memory to distill and guide exploration.
result FactorMiner constructs a diverse library of high-quality factors with competitive performance.

VarFA efficiently estimates student skill levels with uncertainty for adaptive testing.

problem Efficiently estimating student skill levels with uncertainty for adaptive testing.
method VarFA uses variational inference to extend factor analysis models for educational data.
result VarFA efficiently handles large datasets and produces uncertainty estimates.

We describe the use of Non-Negative Matrix Factorization (NMF) and Latent Dirichlet Allocation (LDA) algorithms to perform topic mining and labelling applied to retail customer communications in attempt to characterize the subject of customers inquiries. In this paper we compare both algorithms in the topic mining perf…

2019-12-18abs ↗pdf ↗

Proposes C2RM to mine cross-cryptocurrency relationships for better Bitcoin price prediction.

problem Limited consideration of historical relationships and interactions between cryptocurrencies for Bitcoin price prediction.
method C2RM module using Dynamic Time Warping for lead-lag relationship extraction and aggregation.
result Improves existing price prediction methods by significant performance improvement.

A popular tool for unsupervised modelling and mining multi-aspect data is tensor decomposition. In an exploratory setting, where and no labels or ground truth are available how can we automatically decide how many components to extract? How can we assess the quality of our results, so that a domain expert can factor th…

2015-03-11abs ↗pdf ↗

The paper develops algorithms for Boolean matrix factorization using IP and heuristics.

problem Approximating binary input matrices as products of smaller binary factors.
method Alternating optimization with integer programming and greedy/local-search heuristics.
result Proposed methods improve scalability and performance compared to existing techniques.

Deep learning improves covariance matrix estimation for better portfolio risk management.

problem Improving the accuracy of covariance matrix estimation for portfolio risk management.
method Formulated as a learning problem, used deep learning to automatically discover risk factors.
result 1.9% higher explained variance and reduced portfolio risk.

Enhances genetic programming for stock alpha discovery with warm start and structural constraints.

problem Overwhelming search space and computational burden in traditional genetic programming for alpha factor discovery.
method Proposes a new GP framework with warm start and structural constraints to enhance search performance and interpretability.
result Superior out-of-sample prediction results and higher portfolio returns compared to benchmarks.

This study identifies RwD crash patterns on rural two-lane highways under different lighting conditions.

problem Insufficient investigation of RwD crashes under varying lighting conditions.
method Data mining using association rules mining (ARM) on crash database.
result Interesting crash patterns and risk factors identified under different lighting conditions.

Nonnegative matrix factorization (NMF) is a powerful tool for data mining. However, the emergence of `big data' has severely challenged our ability to compute this fundamental decomposition using deterministic algorithms. This paper presents a randomized hierarchical alternating least squares (HALS) algorithm to comput…

2017-11-06abs ↗pdf ↗

This study uses ARM to analyze pedestrian crashes under different lighting conditions.

problem Identifying crash risk factors under varying lighting conditions.
method Applied Association Rules Mining to Louisiana pedestrian crash data.
result Daylight crashes are associated with children, seniors, and older drivers.

Survey on concept factorization methods for better feature learning.

problem Understanding the quality of learned features in representation learning.
method Categorizing and summarizing recent advances in concept factorization methods.
result Provides insights into theoretical basis and current developments in concept factorization.

RD-Agent(Q) automates quantitative finance research and development.

problem Challenges in asset return prediction due to high dimensionality and volatility.
method Data-centric multi-agent framework for automated research and development of quantitative strategies.
result Up to 2X higher annualized returns with 70% fewer factors.

A novel framework extracts essential factors from order flow data for high-frequency trading.

problem Challenges in extracting and utilizing order flow data due to its large volume and limitations of traditional techniques.
method Proposes a Context Encoder and Factor Extractor for unsupervised learning of important signals from order flow data.
result Extracts superior factors from order flow data, improving stock trend prediction and order execution tasks.

Paper proposes a new framework to mine synergistic formulaic alphas for better stock trend forecasting.

problem Mining alphas separately ignores their combined performance, leading to suboptimal models.
method Proposes a reinforcement learning-based framework that optimizes the mining of synergistic formulaic alpha sets.
result Demonstrates higher returns in stock trend forecasting compared to previous approaches.

CURIE uses cellular automata to detect concept drift in data streams.

problem Detecting changes in data distribution (concept drift) in data streams.
method CURIE represents data stream distribution in a cellular automata grid and uses its neighborhood rule to detect changes.
result CURIE, when hybridized with base learners, performs competitively in detection metrics and classification accuracy.

The discovery of time series motifs has emerged as one of the most useful primitives in time series data mining. Researchers have shown its utility for exploratory data mining, summarization, visualization, segmentation, classification, clustering, and rule discovery. Although there has been more than a decade of exten…

2018-02-15abs ↗pdf ↗

Matrix factorization is a key tool in data analysis; its applications include recommender systems, correlation analysis, signal processing, among others. Binary matrices are a particular case which has received significant attention for over thirty years, especially within the field of data mining. Dictionary learning …

2018-04-16abs ↗pdf ↗

The paper explores how mining costs, rewards, and blockchain security are interconnected.

problem Understanding the interdependencies between mining costs, mining rewards, and blockchain security.
method Theoretical derivation and empirical analysis using daily crypto market data and autoregressive distributed lag approach.
result Cryptocurrency price and mining rewards are intrinsically linked to blockchain security outcomes.

This paper analyzes the profitability of selfish mining on blockchain, considering the risk of ruin.

problem The profitability of selfish mining on blockchain, considering the risk of ruin.
method Formulated a stochastic model and used tools from applied probability and analysis to determine expected profit.
result Explicit expressions for expected profit under different scenarios were derived, identifying conditions for selfish mining as a strategic advantage.

TraLFM models human mobility patterns from traffic trajectories.

problem Understanding human mobility patterns from traffic data.
method Latent factor modeling of sequential, personal, and temporal factors.
result TraLFM significantly outperforms state-of-the-art methods in latent factor analysis and next location prediction.

Develops a deep multi-factor model for factor investing with clear financial insights.

problem Lack of interpretability and unclear financial insights in non-linear factor models.
method Industry and market neutralization modules, graph attention modules, factor-attention module.
result Demonstrates effectiveness in factor investing with real-world stock market data.