2 citations · 5 across the 6 of their papers we have counts for
5 papers
Parameter-Free Algorithms for Performative Regret Minimization under Decision-Dependent Distributions
Sungwoo Park, Junyeop Kwon, Byeongnoh Kim +3
This paper studies performative risk minimization, a formulation of stochastic optimization under decision-dependent distributions. We consider the general case where the performat…
DisCoHead: Audio-and-Video-Driven Talking Head Generation by Disentangled Control of Head Pose and Facial Expressions
Geumbyeol Hwang, Sunwon Hong, Seunghyun Lee +2
For realistic talking head generation, creating natural head motion while maintaining accurate lip synchronization is essential. To fulfill this challenging task, we propose DisCoH…
Reinforcement Learning Portfolio Manager Framework with Monte Carlo Simulation
Jungyu Ahn, Sungwoo Park, Jiwoon Kim +1
Asset allocation using reinforcement learning has advantages such as flexibility in goal setting and utilization of various information. However, existing asset allocation methods…
ETF Portfolio Construction via Neural Network trained on Financial Statement Data
Jinho Lee, Sungwoo Park, Jungyu Ahn +1
Recently, the application of advanced machine learning methods for asset management has become one of the most intriguing topics. Unfortunately, the application of these methods, s…
Shai-am: A Machine Learning Platform for Investment Strategies
Jonghun Kwak, Jungyu Ahn, Jinho Lee +1
The finance industry has adopted machine learning (ML) as a form of quantitative research to support better investment decisions, yet there are several challenges often overlooked…