no code implementations • 24 Jun 2020 • Sang Il Lee
DEWSP is a subset of top-N ranked assets in an asset universe, the members of which are selected based on the predicted returns from deep learning algorithms and are equally weighted.
no code implementations • 28 Jan 2020 • Sang Il Lee
In recent years, hyperparameter optimization (HPO) has become an increasingly important issue in the field of machine learning for the development of more accurate forecasting models.
no code implementations • 15 Mar 2019 • Sang Il Lee, Seong Joon Yoo
In this study, we develop stock return prediction models that can jointly consider international markets, using multimodal deep learning.