Before revision:  With the development of deep learning, there are more powerful feature extractors for option. And we think that comprehending the relationship between different feature extractors and data shall be the key. In this work, we put prior knowledge into alpha discovery neural network, combined with different kinds of feature extractors to do this task.
After revision:  With the development of deep learning, more choices to design this algorithm are available. This paper proposes Alpha Discovery Neural Network (ADNN), equipped with different kinds of feature extractors to do this task.