Working project
Continuous-time Portfolio Optimization via Model-based Reinforcement Learning, with Hyeng-Keun Koo, Byung-Hwa Lim, Hyun-Gyoon Kim, Seung-Won Jeong Link
Information in Tradings, and Deep Learning
MarketGANs: Augmentation of Financial Market Data using GANs, with Hyun-Gyoon Kim, Hyeng-Keun Koo, Byung-Hwa Lim, Seung-Won Jeong
Finding Market Factors with Graph Networks, with Junhyun Cho
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Reinforcement Learning of Optimal Strategy with QuantGAN Augmentation, with Woocheol Choi, Hyerin Choi
Deep Learning the SABR Model Implied Volatility, with Jaehyuk Choi
Investment with Tax, with Hyeng-Keun Koo, Byung-Hwa Lim, Seung-Won Jeong, Kyunghyun Park
Detecting Structural Changes in Financial Markets using Piecewise Regressions, with Hayoung Choi, Taehyung KimÂ