1 citations · 2 across the 3 of their papers we have counts for
3 papers
cs.CL2024★ 1 cited
ESG Classification by Implicit Rule Learning via GPT-4
Hyo Jeong Yun, Chanyoung Kim, Moonjeong Hahm +2
Environmental, social, and governance (ESG) factors are widely adopted as higher investment return indicators. Accordingly, ongoing efforts are being made to automate ESG evaluatio…
cs.CL2023★ 1 cited
Removing Non-Stationary Knowledge From Pre-Trained Language Models for Entity-Level Sentiment Classification in Finance
Guijin Son, Hanwool Lee, Nahyeon Kang +1
Extraction of sentiment signals from news text, stock message boards, and business reports, for stock movement prediction, has been a rising field of interest in finance. Building…
q-fin.CP2021
Neural Networks for Delta Hedging
Guijin Son, Joocheol Kim
The Black-Scholes model, defined under the assumption of a perfect financial market, theoretically creates a flawless hedging strategy allowing the trader to evade risks in a portf…