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Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach File

Chung, Guhyuk , Chung, Munki , Lee, Yongjae , Kim, Woo Chang

Conference Paper Issue Date2022-11-02 View178
Mean Variance Efficient Collaborative Filtering for Stock Recommendations File

Chung, Munki , Lee, Junhyeong , Lee, Yongjae , Kim, Woo Chang

Conference Paper Issue Date2025-11-14 View60
The effects of errors in means, variances, and correlations on the mean-variance framework File

Chung, Munki , Lee, Yongjae , Kim, Jang Ho , Kim, Woo Chang , Fabozzi, Frank J.

Article Issue Date2022-10 View138
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