2 citations · 3 across the 2 of their papers we have counts for
2 papers
cs.CE2024★ 2 cited
Enhancing Portfolio Optimization with Transformer-GAN Integration: A Novel Approach in the Black-Litterman Framework
Enmin Zhu, Jerome Yen
This study presents an innovative approach to portfolio optimization by integrating Transformer models with Generative Adversarial Networks (GANs) within the Black-Litterman (BL) f…
cs.CL2024★ 1 cited
BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights
Enmin Zhu, Jerome Yen
This paper explores the intersection of Natural Language Processing (NLP) and financial analysis, focusing on the impact of sentiment analysis in stock price prediction. We employ…