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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★ 1 cited
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,…