{"id":"https://openalex.org/W4404306500","doi":"https://doi.org/10.48550/arxiv.2410.18448","title":"GPT-Signal: Generative AI for Semi-automated Feature Engineering in the Alpha Research Process","display_name":"GPT-Signal: Generative AI for Semi-automated Feature Engineering in the Alpha Research Process","publication_year":2024,"publication_date":"2024-10-24","ids":{"openalex":"https://openalex.org/W4404306500","doi":"https://doi.org/10.48550/arxiv.2410.18448"},"language":"en","primary_location":{"id":"pmh:oai:arXiv.org:2410.18448","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2410.18448","pdf_url":"https://arxiv.org/pdf/2410.18448","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},"type":"preprint","indexed_in":["arxiv","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2410.18448","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100424588","display_name":"Yining Wang","orcid":"https://orcid.org/0000-0003-3193-2487"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Wang, Yining","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5047377899","display_name":"John X. Zhao","orcid":"https://orcid.org/0000-0003-3282-0188"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Zhao, Jinman","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5074794416","display_name":"Yuri Lawryshyn","orcid":"https://orcid.org/0000-0001-6770-7316"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Lawryshyn, Yuri","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5100424588"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":7,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12535","display_name":"Machine Learning and Data Classification","score":0.8565000295639038,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12535","display_name":"Machine Learning and Data Classification","score":0.8565000295639038,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13650","display_name":"Computational Physics and Python Applications","score":0.8090000152587891,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T14280","display_name":"Big Data Technologies and Applications","score":0.7914000153541565,"subfield":{"id":"https://openalex.org/subfields/1802","display_name":"Information Systems and Management"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/alpha","display_name":"Alpha (finance)","score":0.7027620077133179},{"id":"https://openalex.org/keywords/feature","display_name":"Feature (linguistics)","score":0.6708368062973022},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.5771409273147583},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5767505764961243},{"id":"https://openalex.org/keywords/signal","display_name":"SIGNAL (programming language)","score":0.5757776498794556},{"id":"https://openalex.org/keywords/generative-grammar","display_name":"Generative grammar","score":0.5605653524398804},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4754906892776489},{"id":"https://openalex.org/keywords/pattern-recognition","display_name":"Pattern recognition (psychology)","score":0.42208653688430786},{"id":"https://openalex.org/keywords/programming-language","display_name":"Programming language","score":0.11614137887954712},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.11272907257080078}],"concepts":[{"id":"https://openalex.org/C64943373","wikidata":"https://www.wikidata.org/wiki/Q2651003","display_name":"Alpha (finance)","level":4,"score":0.7027620077133179},{"id":"https://openalex.org/C2776401178","wikidata":"https://www.wikidata.org/wiki/Q12050496","display_name":"Feature (linguistics)","level":2,"score":0.6708368062973022},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.5771409273147583},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5767505764961243},{"id":"https://openalex.org/C2779843651","wikidata":"https://www.wikidata.org/wiki/Q7390335","display_name":"SIGNAL (programming language)","level":2,"score":0.5757776498794556},{"id":"https://openalex.org/C39890363","wikidata":"https://www.wikidata.org/wiki/Q36108","display_name":"Generative grammar","level":2,"score":0.5605653524398804},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4754906892776489},{"id":"https://openalex.org/C153180895","wikidata":"https://www.wikidata.org/wiki/Q7148389","display_name":"Pattern recognition (psychology)","level":2,"score":0.42208653688430786},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.11614137887954712},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.11272907257080078},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C171606756","wikidata":"https://www.wikidata.org/wiki/Q506132","display_name":"Psychometrics","level":2,"score":0.0},{"id":"https://openalex.org/C49453240","wikidata":"https://www.wikidata.org/wiki/Q1592163","display_name":"Construct validity","level":3,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:arXiv.org:2410.18448","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2410.18448","pdf_url":"https://arxiv.org/pdf/2410.18448","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},{"id":"doi:10.48550/arxiv.2410.18448","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2410.18448","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2410.18448","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2410.18448","pdf_url":"https://arxiv.org/pdf/2410.18448","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":false},"content_urls":{"pdf":"https://content.openalex.org/works/W4404306500.pdf"},"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2380075625","https://openalex.org/W4390718435","https://openalex.org/W4390549206","https://openalex.org/W3137171911","https://openalex.org/W4379540039","https://openalex.org/W4237784285","https://openalex.org/W2374712251","https://openalex.org/W4383031710","https://openalex.org/W3211753092","https://openalex.org/W2386000789"],"abstract_inverted_index":{"In":[0],"the":[1,8,28,44,94,99],"trading":[2,91],"process,":[3,131],"financial":[4],"signals":[5],"often":[6],"imply":[7],"time":[9,134],"to":[10,15,20,40,56,120],"buy":[11],"and":[12,43,59,72,78,93,107,132,135,139],"sell":[13],"assets":[14],"generate":[16,57,121],"excess":[17,61],"returns":[18],"compared":[19],"a":[21,49,65,114,129],"benchmark":[22],"(e.g.,":[23],"an":[24,31,86],"index).":[25],"Alpha":[26],"is":[27,35,48],"portion":[29],"of":[30,102,117],"asset's":[32],"return":[33],"that":[34,75],"not":[36],"explained":[37],"by":[38],"exposure":[39],"this":[41],"benchmark,":[42],"alpha":[45,95,127],"research":[46,96],"process":[47],"popular":[50],"technique":[51],"aiming":[52],"at":[53],"developing":[54],"strategies":[55,92],"alphas":[58],"gain":[60],"returns.":[62],"Feature":[63],"Engineering,":[64],"significant":[66],"pre-processing":[67],"procedure":[68],"in":[69,89],"machine":[70],"learning":[71],"data":[73],"analysis":[74],"helps":[76],"extract":[77],"create":[79],"transformed":[80],"features":[81],"from":[82],"raw":[83],"data,":[84],"plays":[85],"important":[87],"role":[88],"algorithmic":[90],"process.":[97],"With":[98],"recent":[100],"development":[101],"Generative":[103],"Artificial":[104],"Intelligence(Gen":[105],"AI)":[106],"Large":[108],"Language":[109],"Models":[110],"(LLMs),":[111],"we":[112],"present":[113],"novel":[115],"way":[116],"leveraging":[118],"GPT-4":[119],"new":[122],"return-predictive":[123],"formulaic":[124],"alphas,":[125],"making":[126],"mining":[128],"semi-automated":[130],"saving":[133],"energy":[136],"for":[137],"investors":[138],"traders.":[140]},"counts_by_year":[{"year":2025,"cited_by_count":5},{"year":2024,"cited_by_count":2}],"updated_date":"2026-03-11T14:59:36.786465","created_date":"2025-10-10T00:00:00"}