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