3 papers
q-fin.PM2026
Portfolio Preference Elicitation in Institutional Crossing Markets
Yoontae Hwang
Institutional crossing platforms face a hidden-information problem: investors value trades as portfolios, but liquidity discovery is typically organized around individual securitie…
cs.LG2025
Geodesic Flow Kernels for Semi-Supervised Learning on Mixed-Variable Tabular Dataset
Yoontae Hwang, Yongjae Lee
Tabular data poses unique challenges due to its heterogeneous nature, combining both continuous and categorical variables. Existing approaches often struggle to effectively capture…
q-fin.PM2025
Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization
Yoontae Hwang, Yaxuan Kong, Stefan Zohren +1
This paper addresses the critical disconnect between prediction and decision quality in portfolio optimization by integrating Large Language Models (LLMs) with decision-focused lea…