1 citations
2 papers
cs.CE2024★ 1 cited
DeepClair: Utilizing Market Forecasts for Effective Portfolio Selection
Donghee Choi, Jinkyu Kim, Mogan Gim +2
Utilizing market forecasts is pivotal in optimizing portfolio selection strategies. We introduce DeepClair, a novel framework for portfolio selection. DeepClair leverages a transfo…
stat.ME2019
Covariate-dependent control limits for the detection of abnormal price changes in scanner data
Youngrae Kim, Sangkyun Kim, Johan Lim +3
Currently, large-scale sales data for consumer goods, called scanner data, are obtained by scanning the bar codes of individual products at the points of sale of retail outlets. Ma…