1 citations · 1 across the 2 of their papers we have counts for
2 papers
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,…
q-fin.PM2017
Threshold-Based Portfolio: The Role of the Threshold and Its Applications
Sang Il Lee, Seong Joon Yoo
This paper aims at developing a new method by which to build a data-driven portfolio featuring a target risk-return. We first present a comparative study of recurrent neural networ…