2026
AlphaSAGE: Structure-Aware Alpha Mining via GFlowNets for Robust Exploration
ICLR 2026poster
The automated mining of predictive signals, or alphas, is a central challenge in quantitative finance. While Reinforcement Learning (RL) has emerged as a promising paradigm for generating formulaic alphas, existing frameworks are fundamentally hampered by a triad of interconnected issues. First, the…