Decision-focused Sparse Tangent Portfolio Optimization
Haeun Jeon · Seunghoon Choi · Hyunglip Bae · Yongjae Lee · Woo Chang Kim
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Haeun Jeon · Seunghoon Choi · Hyunglip Bae · Yongjae Lee · Woo Chang Kim
Junhyeong Lee · Sangjin Jin · Yongjae Lee
Yaxuan Kong · Hoyoung Lee · Yoontae Hwang · Alejandro Lopez-Lira · Bradford Levy · Dhagash Mehta · Qingsong Wen · CHANYEOL CHOI · Yongjae Lee · Stefan Zohren
Sumin Kim · Minjae Kim · Jihoon Kwon · Yoon Kim · Oscar Levy · Alejandro Lopez-Lira · Yongjae Lee · CHANYEOL CHOI
Prediction markets provide a unique setting where event-level time series are directly tied to natural-language descriptions, yet discovering robust lead–lag relationships remains challenging due to spurious statistical correlations. We propose a hybrid two-stage causal screener to address this c...
Jaehoon Lee · Suhwan Park · Taeyoon Lim · Seunghan Lee · Jun Seo · Dongwan Kang · Hwanil Choi · Minjae Kim · Sungdong Yoo · Soonyoung Lee · Yongjae Lee · Wonbin Ahn