3 papers
q-fin.ST2024
Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Variance Efficient Sampling
Youngbin Lee, Yejin Kim, Javier Sanz-Cruzado +2
Recommender systems can be helpful for individuals to make well-informed decisions in complex financial markets. While many studies have focused on predicting stock prices, even ad…
q-fin.CP2024
Can GANs Learn the Stylized Facts of Financial Time Series?
Sohyeon Kwon, Yongjae Lee
In the financial sector, a sophisticated financial time series simulator is essential for evaluating financial products and investment strategies. Traditional back-testing methods…
q-fin.CP2024
Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management
Yoontae Hwang, Stefan Zohren, Yongjae Lee
In the era of rapid globalization and digitalization, accurate identification of similar stocks has become increasingly challenging due to the non-stationary nature of financial ma…