2 citations · 3 across the 4 of their papers we have counts for
6 papers
Neural Estimation of Irreversibility in Real and Simulated Limit Order Book Paths
Hyeonjun Yeo, Doohwi Cha, Yoontae Hwang
A path indistinguishable from its own reverse carries no arrow of time, so time irreversibility is a necessary condition for a directed mechanism to be readable from trajectories a…
HoTS: Homophily-Aware Temperature Scaling for Graph Neural Network Calibration
Inwoo Tae, Yoontae Hwang, Yongjae Lee
For graph node classification, calibrated class probabilities are needed when confidence scores, usually the maximum predicted class probability, are used to rank predictions, defe…
Portfolio Preference Elicitation in Institutional Crossing Markets
Yoontae Hwang
Institutional crossing platforms face a hidden-information problem: investors value trades as portfolios, but liquidity discovery is typically organized around individual securitie…
Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization
Yoontae Hwang, Yaxuan Kong, Stefan Zohren +1
This paper addresses the critical disconnect between prediction and decision quality in portfolio optimization by integrating Large Language Models (LLMs) with decision-focused lea…
Geodesic Flow Kernels for Semi-Supervised Learning on Mixed-Variable Tabular Dataset
Yoontae Hwang, Yongjae Lee
Tabular data poses unique challenges due to its heterogeneous nature, combining both continuous and categorical variables. Existing approaches often struggle to effectively capture…
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…