activity
20232025
most citedStock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Variance Efficient Sampling

6 citations · 8 across the 10 of their papers we have counts for

collaborators

10 papers

cs.HC2025

When Language Learners Code-Switch: Korean-English Code-Switching in LLM-based Speaking Practice

Junyeong Park, Jieun Han, Yeon Su Park +5

Code-switching (CSW), the use of multiple languages within the same interaction, has been widely studied in NLP for multilingual communication. While CSW also occurs in language-le…

cs.IR2025

FinAI Data Assistant: LLM-based Financial Database Query Processing with the OpenAI Function Calling API

Juhyeong Kim, Yejin Kim, Youngbin Lee +1

We present FinAI Data Assistant, a practical approach for natural-language querying over financial databases that combines large language models (LLMs) with the OpenAI Function Cal…

cs.AI2025

GuruAgents: Emulating Wise Investors with Prompt-Guided LLM Agents

Yejin Kim, Youngbin Lee, Juhyeong Kim +1

This study demonstrates that GuruAgents, prompt-guided AI agents, can systematically operationalize the strategies of legendary investment gurus. We develop five distinct GuruAgent…

q-fin.PM2025★ 1 cited

LLM-Enhanced Black-Litterman Portfolio Optimization

Youngbin Lee, Yejin Kim, Juhyeong Kim +2

The Black-Litterman model addresses the sensitivity issues of tra- ditional mean-variance optimization by incorporating investor views, but systematically generating these views re…

cs.LG2025

Decision by Supervised Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization

Juhyeong Kim, Sungyoon Choi, Youngbin Lee +3

We propose Decision by Supervised Learning (DSL), a practical framework for robust portfolio optimization. DSL reframes portfolio construction as a supervised learning problem: mod…

cs.IR2024

A Recommender System for NFT Collectibles with Item Feature

Minjoo Choi, Seonmi Kim, Yejin Kim +3

Recommender systems have been actively studied and applied in various domains to deal with information overload. Although there are numerous studies on recommender systems for movi…

q-fin.ST2024★ 6 cited

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.ST2024★ 1 cited

Temporal Graph Networks for Graph Anomaly Detection in Financial Networks

Yejin Kim, Youngbin Lee, Minyoung Choe +2

This paper explores the utilization of Temporal Graph Networks (TGN) for financial anomaly detection, a pressing need in the era of fintech and digitized financial transactions. We…

cs.AI2024

A Temporal Graph Network Framework for Dynamic Recommendation

Yejin Kim, Youngbin Lee, Vincent Yuan +2

Recommender systems, crucial for user engagement on platforms like e-commerce and streaming services, often lag behind users' evolving preferences due to static data reliance. Afte…

cs.IR2023

NFTs to MARS: Multi-Attention Recommender System for NFTs

Seonmi Kim, Youngbin Lee, Yejin Kim +2

Recommender systems have become essential tools for enhancing user experiences across various domains. While extensive research has been conducted on recommender systems for movies…