1 citations · 1 across the 2 of their papers we have counts for
3 papers
q-fin.PM2020★ 1 cited
Deeply Equal-Weighted Subset Portfolios
Sang Il Lee
The high sensitivity of optimized portfolios to estimation errors has prevented their practical application. To mitigate this sensitivity, we propose a new portfolio model called a…
q-fin.CP2020
Hyperparameter Optimization for Forecasting Stock Returns
Sang Il Lee
In recent years, hyperparameter optimization (HPO) has become an increasingly important issue in the field of machine learning for the development of more accurate forecasting mode…
q-fin.CP2019
Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets
Sang Il Lee, Seong Joon Yoo
In today's increasingly international economy, return and volatility spillover effects across international equity markets are major macroeconomic drivers of stock dynamics. Thus,…