AlphaPareto: Formulaic Alpha Discovery with LLM-Guided Multi-Objective Reinforcement Learning

arXiv:2609.34188 · stat.ML, cs.AI, cs.LG · Submitted 2026-09-28 · Read on arXiv

stat.ML, cs.AI, cs.LG

Submitted: 2026-09-28

Updated: 2026-09-28

Code: https://github.com/BiQiBaoWinner/AlphaPareto

Terminology

• alpha — 177× in this paper · explained in 1 episode
• Robustness — 14× in this paper · explained in 5 episodes
• Non-stationarity — 13× in this paper · explained in 2 episodes
• Ablation — 8× in this paper · explained in 1 episode
• Reinforcement Learning — 5× in this paper · explained in 4 episodes
• Ablation study — 4× in this paper · explained in 1 episode
• Reward Function — 4× in this paper · explained in 2 episodes
• Benchmark — 3× in this paper · explained in 2 episodes
• Multi-objective Optimization — 3× in this paper · explained in 4 episodes
• Regularization — 3× in this paper · explained in 3 episodes
• Ablation Studies — 2× in this paper · explained in 1 episode
• Action Masking — 2× in this paper · explained in 1 episode
• Adaptive Weighting — 2× in this paper · explained in 1 episode
• Alignment — 2× in this paper · explained in 1 episode
• Consistency — 2× in this paper · explained in 3 episodes
• Core — 2× in this paper · explained in 2 episodes
• Generalization — 2× in this paper · explained in 13 episodes
• Interpretability — 2× in this paper · explained in 15 episodes
• Markov Decision Process (MDP) — 2× in this paper · explained in 11 episodes
• Redundancy — 2× in this paper · explained in 2 episodes
• Adam — 1× in this paper · explained in 2 episodes
• Alpha Decay — 1× in this paper · explained in 1 episode
• Benchmarking — 1× in this paper · explained in 3 episodes
• Fidelity — 1× in this paper · explained in 2 episodes
• Homogenization — 1× in this paper · explained in 2 episodes
• Human-in-the-Loop — 1× in this paper · explained in 3 episodes
• Information Coefficient — 1× in this paper
• Large Language Model (LLM) — 1× in this paper · explained in 3 episodes
• Latent Space — 1× in this paper · explained in 7 episodes
• Relative Rank Entropy — 1× in this paper

Sources

• AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining
• 101 Formulaic Alphas
• Alpha-GPT: Human-AI Interactive Alpha Mining for Quantitative Investment
• Qlib: An AI-oriented Quantitative Investment Platform
• Alpha-GPT 2.0: Human-in-the-Loop AI for Quantitative Investment
• AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment

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