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20242026
most citedReturn Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models

2 citations · 2 across the 4 of their papers we have counts for

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cs.LG2026

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…

cs.LG2026

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…