Search Results for author: Sang Il Lee

Found 3 papers, 0 papers with code

Deeply Equal-Weighted Subset Portfolios

no code implementations24 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.

Hyperparameter Optimization for Forecasting Stock Returns

no code implementations28 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.

Feature Importance Hyperparameter Optimization

Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets

no code implementations15 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.

Multimodal Deep Learning Stock Prediction

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