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4 results for grammar-based

The task of translating between programming languages differs from the challenge of translating natural languages in that programming languages are designed with a far more rigid set of structural and grammatical rules. Previous work has used a tree-to-tree encoder/decoder model to take advantage of the inherent tree s…

2018-07-04abs ↗pdf ↗

AlphaCFG discovers alpha factors using grammar-guided search.

problem Discovering formulaic alpha factors in finance.
method AlphaCFG uses a grammar-based framework to define and discover alpha factors with syntactic and semantic constraints.
result AlphaCFG outperforms state-of-the-art methods in trading profitability and efficiency.