1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.PM2025
DeepAries: Adaptive Rebalancing Interval Selection for Enhanced Portfolio Selection
Jinkyu Kim, Hyunjung Yi, Mogan Gim +2
We propose DeepAries , a novel deep reinforcement learning framework for dynamic portfolio management that jointly optimizes the timing and allocation of rebalancing decisions. Unl…
cs.CE2024★ 1 cited
DeepClair: Utilizing Market Forecasts for Effective Portfolio Selection
Donghee Choi, Jinkyu Kim, Mogan Gim +2
Utilizing market forecasts is pivotal in optimizing portfolio selection strategies. We introduce DeepClair, a novel framework for portfolio selection. DeepClair leverages a transfo…