Synergistic Formulaic Alpha Generation for Quantitative Trading based on Reinforcement Learning

Mining of formulaic alpha factors refers to the process of discovering and developing specific factors or indicators (referred to as alpha factors) for quantitative trading in stock market. To efficiently discover alpha factors in vast search space, reinforcement learning (RL) is commonly employed. This paper proposes a method to enhance existing alpha factor mining approaches by expanding a search space and utilizing pretrained formulaic alpha set as initial seed values to generate synergistic formulaic alpha. We employ information coefficient (IC) and rank information coefficient (Rank IC) as performance evaluation metrics for the model. Using CSI300 market data, we conducted real investment simulations and observed significant performance improvement compared to existing techniques.

Adversarial Training of Denoising Diffusion Model Using Dual Discriminators for High-Fidelity Multi-Speaker TTS

The diffusion model is capable of generating high-quality data through a probabilistic approach. However, it suffers from the drawback of slow generation speed due to the requirement of a large number of time steps. To address this limitation, recent models such as denoising diffusion implicit models (DDIM) focus on generating samples without directly modeling the probability distribution, while models like denoising diffusion generative adversarial networks (GAN) combine diffusion processes with GANs. In the field of speech synthesis, a recent diffusion speech synthesis model called DiffGAN-TTS, utilizing the structure of GANs, has been introduced and demonstrates superior performance in both speech quality and generation speed. In this paper, to further enhance the performance of DiffGAN-TTS, we propose a speech synthesis model with two discriminators: a diffusion discriminator for learning the distribution of the reverse process and a spectrogram discriminator for learning the distribution of the generated data. Objective metrics such as structural similarity index measure (SSIM), mel-cepstral distortion (MCD), F0 root mean squared error (F0 RMSE), short-time objective intelligibility (STOI), perceptual evaluation of speech quality (PESQ), as well as subjective metrics like mean opinion score (MOS), are used to evaluate the performance of the proposed model. The evaluation results show that the proposed model outperforms recent state-of-the-art models such as FastSpeech2 and DiffGAN-TTS in various metrics. Our implementation and audio samples are located on GitHub.

SC VALL-E: Style-Controllable Zero-Shot Text to Speech Synthesizer

Expressive speech synthesis models are trained by adding corpora with diverse speakers, various emotions, and different speaking styles to the dataset, in order to control various characteristics of speech and generate the desired voice. In this paper, we propose a style control (SC) VALL-E model based on the neural codec language model (called VALL-E), which follows the structure of the generative pretrained transformer 3 (GPT-3). The proposed SC VALL-E takes input from text sentences and prompt audio and is designed to generate controllable speech by not simply mimicking the characteristics of the prompt audio but by controlling the attributes to produce diverse voices. We identify tokens in the style embedding matrix of the newly designed style network that represent attributes such as emotion, speaking rate, pitch, and voice intensity, and design a model that can control these attributes. To evaluate the performance of SC VALL-E, we conduct comparative experiments with three representative expressive speech synthesis models: global style token (GST) Tacotron2, variational autoencoder (VAE) Tacotron2, and original VALL-E. We measure word error rate (WER), F0 voiced error (FVE), and F0 gross pitch error (F0GPE) as evaluation metrics to assess the accuracy of generated sentences. For comparing the quality of synthesized speech, we measure comparative mean option score (CMOS) and similarity mean option score (SMOS). To evaluate the style control ability of the generated speech, we observe the changes in F0 and mel-spectrogram by modifying the trained tokens. When using prompt audio that is not present in the training data, SC VALL-E generates a variety of expressive sounds and demonstrates competitive performance compared to the existing models. Our implementation, pretrained models, and audio samples are located on GitHub.