2 citations · 4 across the 3 of their papers we have counts for
3 papers
q-fin.CP2022★ 1 cited
Reinforcement Learning Portfolio Manager Framework with Monte Carlo Simulation
Jungyu Ahn, Sungwoo Park, Jiwoon Kim +1
Asset allocation using reinforcement learning has advantages such as flexibility in goal setting and utilization of various information. However, existing asset allocation methods…
q-fin.CP2022★ 1 cited
ETF Portfolio Construction via Neural Network trained on Financial Statement Data
Jinho Lee, Sungwoo Park, Jungyu Ahn +1
Recently, the application of advanced machine learning methods for asset management has become one of the most intriguing topics. Unfortunately, the application of these methods, s…
q-fin.GN2022★ 2 cited
Shai-am: A Machine Learning Platform for Investment Strategies
Jonghun Kwak, Jungyu Ahn, Jinho Lee +1
The finance industry has adopted machine learning (ML) as a form of quantitative research to support better investment decisions, yet there are several challenges often overlooked…