{"repo":"nshen7/alpha-gfn","free":true,"listed":false,"github":"https://github.com/nshen7/alpha-gfn","clone":"git clone https://github.com/nshen7/alpha-gfn.git","description":"A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemented in Python&PyTorch.","language":"Jupyter Notebook","stars":121,"topics":["alpha-factors","deep-reinforcement-learning","quantitative-finance","quantitative-trading","reinforcement-learning","gflownet","machine-learning","python","pytorch"],"license":null,"category":"machine-learning","readme_excerpt":"Alpha-gfn : Mining formulaic alpha factors with generative flow networks --- Please check out our new paper that adopted the idea of this repo: - :star2::star2::star2: Chen, B., Ding, H., Shen, N., Huang, J., Guo, T., Liu, L., & Zhang, M. (2025). AlphaSAGE: Structure-Aware Alpha Mining via GFlowNets for Robust Exploration. Please cite this repository if you utilize any code provided herein.: - APA style: Shen, N. (2024). Alpha-gfn: Mining formulaic alpha factors with generative flow networks. https://github.com/nshen7/alpha-gfn - BibTeX style: ---- In this repo, we build an application that leverages a deep reinforcement learning framework to mine formulaic alpha factors using generative flow network models (i.e., GFlowNet). Due to industrial NDA, this repo only serves for demonstration purposes; hence, it only includes a simple example using a small amount of training data. We give a brief introduction on the fundamental components of the project by answering the following questions. - What are formulaic alpha factors and why search for them? - Basic components of reinforcement learning？ - What are GFlowNet models? - Why GFlowNet? What are formulaic alpha factors and why search for them? In quantitative investment, formulaic alpha factors are mathematical expressions or formulas used to identify and potentially exploit patterns or signals in financial data, for example, US stocks in this demo. These factors are typically derived from historical market data and are used to ge","default_branch":null,"files":null,"tree":[],"storefront":"/r/nshen7","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/nshen7/alpha-gfn/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}