2 citations · 2 across the 4 of their papers we have counts for
4 papers
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 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…
Your AI, Not Your View: The Bias of LLMs in Investment Analysis
Hoyoung Lee, Junhyuk Seo, Suhwan Park +5
In finance, Large Language Models (LLMs) face frequent knowledge conflicts arising from discrepancies between their pre-trained parametric knowledge and real-time market data. Thes…
Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models
Junhyeong Lee, Haeun Jeon, Hyunglip Bae +1
Markowitz laid the foundation of portfolio theory through the mean-variance optimization (MVO) framework. However, the effectiveness of MVO is contingent on the precise estimation…