Before revision: In quantitative finance, useful features are constructed by human experts. However, this method is of low efficient. Thus, automatic feature construction algorithms have received more and more attention. The SOTA technic in this field is to use reverse polish expression to represent the features, and then use genetic programming to reconstruct it .
After revision: In automatic financial feature construction task, the state of the art technic leverages reverse polish expression to represent the features, and then use genetic programming to reconstruct it .