Cognitive Alpha Mining via LLM-Driven Code-Based Evolution

ArXi:2511.18850v2 Announce Type: replace Discovering effective predictive signals, or "alphas," from financial data with high dimensionality and extremely low signal-to-noise ratio remains a difficult open problem. Despite progress in deep learning, genetic programming, and, recently, large language model (LLM)-based factor generation, existing approaches still explore only a narrow region of the vast alpha search space.