Fetching the paper…
Reading the bibliography…
The multi-factor model is a widely used model in quantitative investment.
Capital asset prices: A theory of market equilibrium under conditions of risk
William F Sharpe · 1964
Earlier work this paper cites.
Genetic algorithms with sharing for multimodal function optimization
David E Goldberg, Jon Richardson, et al · 1987
Earlier work this paper cites.
Crowding and preselection revisited
Samir W Mahfoud · 1992
Earlier work this paper cites.
Common risk factors in the returns on stocks and bonds
Eugene F Fama and Kenneth R French · 1993
Earlier work this paper cites.
Returns to buying winners and selling losers: Implications for stock market efficiency
Narasimhan Jegadeesh and Sheridan Titman · 1993
Earlier work this paper cites.
A genetic algorithm tutorial
Darrell Whitley · 1994
Earlier work this paper cites.
Fitness sharing and niching methods revisited
Bruno Sareni and Laurent Krahenbuhl · 1998
Earlier work this paper cites.
Replacement strategies in steady state genetic algorithms: dynamic environments
Jim E Smith and Frantisek Vavak · 1999
Earlier work this paper cites.
Active portfolio management
Richard C Grinold and Ronald N Kahn · 2000
Cited alongside, same era.
Computational intelligence: an introduction
Andries P Engelbrecht · 2007
Cited alongside, same era.
Feature extraction: foundations and applications
Isabelle Guyon, Steve Gunn, Masoud Nikravesh, and Lofti A Zadeh · 2008
Cited alongside, same era.
Integrating ga-based time-scale feature extractions with svms for stock index forecasting
Shian-Chang Huang and Tung-Kuang Wu · 2008
Cited alongside, same era.
Evolving a diversity of virtual creatures through novelty search and local competition
Joel Lehman and Kenneth O Stanley · 2011
Cited alongside, same era.
An overview of methods maintaining diversity in genetic algorithms
Deepti Gupta and Shabina Ghafir · 2012
Cited alongside, same era.
Xgboost: A scalable tree boosting system
Tianqi Chen and Carlos Guestrin · 2016
Later among the works it cites.
101 formulaic alphas
Zura Kakushadze · 2016
Later among the works it cites.
Quality diversity: A new frontier for evolutionary computation
Justin K Pugh, Lisa B Soros, and Kenneth O Stanley · 2016
Later among the works it cites.
Lightgbm: A highly efficient gradient boosting decision tree
Guolin Ke, Qi Meng, Thomas Finley, Taifeng Wang, Wei Chen, Weidong Ma, Qiwei Ye, and Tie-Yan Liu · 2017
Later among the works it cites.
Stock price prediction via discovering multi-frequency trading patterns
Liheng Zhang, Charu Aggarwal, and Guo-Jun Qi · 2017
Later among the works it cites.
Stockassistant: A stock ai assistant for reliability modeling of stock comments
Chen Zhang, Yijun Wang, Can Chen, Changying Du, Hongzhi Yin, and Hao Wang · 2018
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
The arbitrage theory of capital asset pricing
Stephen A Ross · 2013
Cited alongside, same era.
Illuminating search spaces by mapping elites
Jean-Baptiste Mouret and Jeff Clune · 2015
Cited alongside, same era.
Investment behaviors can tell what inside: Exploring stock intrinsic properties for stock trend prediction
Chi Chen, Li Zhao, Jiang Bian, Chunxiao Xing, and Tie-Yan Liu · 2019
Later among the works it cites.