Jiahe Yi | Search arXiv

arXiv2026

MorphingNet: Symbolic Regression Where the Network Is the Formula

We introduce MorphingNet, a network for symbolic regression (SR) whose units change their function continuously. Instead of searching over expressions built from a fixed operator library, MorphingNet trains the form of each function as a parameter, so SR becomes one continuous optimization problem. Its units are either pole-free rational functions or complex exponential--logarithm functions, which move between exponentials, sinusoids, damped oscillations, power laws and logarithms as their parameters change. The network is a readable formula at every step of training, and no operator library is needed to train it; a structure-recovery step afterwards rewrites the trained formula into short elementary expressions. Training is dense linear algebra, so it is GPU-friendly and scales to large data. MorphingNet achieves state-of-the-art accuracy on SRBench, recovers most generating formulas on synthetic benchmarks, and on large data is up to two orders of magnitude faster than the strongest search method. By turning the search for a formula into the training of a network, MorphingNet offers a new paradigm for SR and for scientific discovery from data.

cs.LG↗

arXiv2026

STOCK-JEPA: Prior-Anchored Latent Revision Representation Learning in Equity Markets

Learning effective representations helps characterize the structure and dynamics of equity markets from financial data with a low signal-to-noise ratio. Black-box deep models can capture complex patterns but may overfit sample noise and lack explicit economic structure. Meanwhile, classic linear financial models provide interpretable references, but their oversimplified assumptions leave non-linear signals uncaptured. To combine the strengths of these two directions, we propose Stock-JEPA, a joint-embedding predictive framework that learns predictable incremental revisions relative to a point-in-time financial prior. First, we leverage a low-complexity financial model to produce fixed statistics summarizing multi-horizon return and risk. A prior projector then maps these statistics into the target encoder's latent space as an anchor. Second, we design a context-conditioned revision predictor to estimate the future representation's predictable displacement from the anchor. Separate losses update the two branches: the anchor learns from prior statistics, while the revision captures additional predictable information from historical context. Third, we freeze all representation modules and train a downstream readout, evaluating its forecasts through cross-sectional ranking and portfolio performance. Theoretically, we prove that optimal revision reduces the prior anchor's expected squared error for the same future representation by exactly $\mathbb{E}[\|\boldsymbolΔ\|_2^2]$. This non-negative gain is the expected squared magnitude of the additional signal predictable from historical context. Experimentally, Stock-JEPA outperforms 13 strong baselines across large-scale China and U.S. equity universes on 5 key evaluation metrics. Ablation studies and representation analysis further demonstrate the value of the learned revisions for representation learning in equity markets.

cs.LG↗