Bighead's Algorithm Notes

Nov 13, 2025 · Artificial Intelligence

Paper Review: AlphaGAT’s Two‑Stage Learning for Adaptive Portfolio Selection

AlphaGAT introduces a two‑stage learning framework that first extracts robust alpha factors with a CATimeMixer model and a novel loss, then dynamically weights these factors via reinforcement learning (PPO) and a graph attention network, achieving superior portfolio performance across DJIA, HSI, CSI‑100 and crypto markets despite noisy data and distribution shifts.