[ICML'26] An open-source demo of the bi-level optimization (BLO) method from "The Label Horizon Paradox". Reproduces the core method (BLO + brute-force baseline + backtest) on public Alpha158 factors and A-share data, showing that the optimal training label horizon can deviate from the inference target.
☆16Aug 26, 2026Updated 2 months ago
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