6 accepted papers
Alpha factor mining is pivotal in quantitative investment for identifying predictive signals from complex financial data. While traditional formulaic alpha mining relies on human expertise, contemporary automated methods, such as those based on genetic programming or reinforcement learning, often st
Locating files and functions requiring modification in large software repositories is challenging due to their scale and structural complexity. Existing LLM-based methods typically treat this as a repository-level retrieval task and rely on multiple auxiliary tools, which often overlook code executi…
Speculative decoding can significantly accelerate LLM inference, especially given that its cloud-edge collaborative deployment offers cloud workload offloading, offline robustness, and privacy enhancement. However, existing collaborative inference frameworks with speculative decoding are constrained…
As a fundamental method in economics and finance, the factor model has been extensively utilized in quantitative investment. In recent years, there has been a paradigm shift from traditional linear models with expert-designed factors to more flexible nonlinear machine learning-based models with data…
Optimized trade execution is to sell (or buy) a given amount of assets in a given time with the lowest possible trading cost. Recently, reinforcement learning (RL) has been applied to optimized trade execution to learn smarter policies from market data. However, we find that many existing RL methods…
As an asset pricing model in economics and finance, factor model has been widely used in quantitative investment. Towards building more effective factor models, recent years have witnessed the paradigm shift from linear models to more flexible nonlinear data-driven machine learning models. However,…