Institution profile

Zhongnan University of Economics and Law

Academic institutionasia · cn
Official website
Research library17linked papers
Opportunities0open roles
Selected work

Representative Papers

AlphaSeek: Trajectory-Level Self-Iterative Factor Mining Framework for Multi-Source Financial Data

Aug 13, 2026

This study addresses the subjectivity and lack of end-to-end feedback in quantitative factor mining by proposing a Large Language Model-driven automated factor generation framework. We introduce a novel trajectory-level evolutionary mechanism combined with self-iterative redundancy-aware ensemble, integrating multi-source information summarization and evolutionary operator search to achieve closed-loop optimization from hypothesis formulation to backtesting. Experiments on the CSI300 index demonstrate superior performance with an annualized return rate of 8.28%, an information ratio of 1.29, and an information coefficient of 0.0454. Furthermore, zero-shot evaluation on the CSI500 validates strong cross-market transferability. These results confirm that the proposed approach significantly enhances both the robustness and generalizability of automated factor discovery processes.

0 citationsRead paper
Recent publications

Latest Papers

AlphaSeek: Trajectory-Level Self-Iterative Factor Mining Framework for Multi-Source Financial Data

Aug 13, 2026

This study addresses the subjectivity and lack of end-to-end feedback in quantitative factor mining by proposing a Large Language Model-driven automated factor generation framework. We introduce a novel trajectory-level evolutionary mechanism combined with self-iterative redundancy-aware ensemble, integrating multi-source information summarization and evolutionary operator search to achieve closed-loop optimization from hypothesis formulation to backtesting. Experiments on the CSI300 index demonstrate superior performance with an annualized return rate of 8.28%, an information ratio of 1.29, and an information coefficient of 0.0454. Furthermore, zero-shot evaluation on the CSI500 validates strong cross-market transferability. These results confirm that the proposed approach significantly enhances both the robustness and generalizability of automated factor discovery processes.

0 citationsRead paper