4 papers
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…
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…
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…
Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management
Yoontae Hwang, Stefan Zohren, Yongjae Lee
In the era of rapid globalization and digitalization, accurate identification of similar stocks has become increasingly challenging due to the non-stationary nature of financial ma…