Search Results for author: Ruihan Zhou

Found 2 papers, 0 papers with code

RiskMiner: Discovering Formulaic Alphas via Risk Seeking Monte Carlo Tree Search

no code implementations11 Feb 2024 Tao Ren, Ruihan Zhou, Jinyang Jiang, Jiafeng Liang, Qinghao Wang, Yijie Peng

Existing alpha mining only employs the neural network agent, unable to utilize the structural information of the solution space.

AlphaRank: An Artificial Intelligence Approach for Ranking and Selection Problems

no code implementations1 Feb 2024 Ruihan Zhou, L. Jeff Hong, Yijie Peng

We introduce AlphaRank, an artificial intelligence approach to address the fixed-budget ranking and selection (R&S) problems.

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