2 citations · 2 across the 7 of their papers we have counts for
4 papers · 1 filter
Retrieval-Corrected Conformal Prediction for Time Series
Sangjin Jin, Kangmin Kim, Junhyeong Lee +1
Conformal prediction (CP) provides distribution-free prediction intervals for fixed forecasters, but its standard calibration procedure is often inefficient for time series data, w…
Decision-focused Sparse Tangent Portfolio Optimization
Haeun Jeon, Seunghoon Choi, Hyunglip Bae +2
Sparse tangent portfolio optimization aims to learn an interpretable, low-cardinality portfolio in the tangency direction of the mean-variance frontier. However, the associated car…
Decision-Focused Learning via Tangent-Space Projection of Prediction Error
Junhyeong Lee, Sangjin Jin, Yongjae Lee
Decision-Focused Learning (DFL) trains predictors to improve downstream decision quality, but computing regret gradients typically requires differentiating through solvers or relyi…
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…