Papers by Caihong Sun
Can Large Language Models Mine Interpretable Financial Factors More Effectively? A Neural-Symbolic Factor Mining Agent Model (2024.findings-acl)
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| Challenge: | Existing factor mining models are inefficient and inefficient, resulting in a significant challenge to extract interpretable factors. |
| Approach: | They propose a model that integrates the strengths of both neural and symbolic models for factor mining. |
| Outcome: | The proposed model surpasses the SOTA RankIC and RankICIR in predicting S&P 500 returns on real-world stock market data. |