7 citations · 7 across the 2 of their papers we have counts for
2 papers
q-fin.CP2023
An Adaptive Dual-level Reinforcement Learning Approach for Optimal Trade Execution
Soohan Kim, Jimyeong Kim, Hong Kee Sul +1
The purpose of this research is to devise a tactic that can closely track the daily cumulative volume-weighted average price (VWAP) using reinforcement learning. Previous studies o…
q-fin.CP2022★ 7 cited
Physics-Informed Convolutional Transformer for Predicting Volatility Surface
Soohan Kim, Seok-Bae Yun, Hyeong-Ohk Bae +2
Predicting volatility is important for asset predicting, option pricing and hedging strategies because it cannot be directly observed in the financial market. The Black-Scholes opt…