Jeonggyu Huh
- MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks
2026/01/25 by Jeonggyu Huh, Seungwon Jeong, Hyun-Gyoon Kim +2 · 1 voice
Computer Science · Economics, Econometrics and Finance · #cs.LG #econ.EM #q-fin.ST
- Breaking the Dimensional Barrier: Dynamic Portfolio Choice with Parameter Uncertainty via Pontryagin Projection
2026/01/06 by Jeonggyu Huh, Hyeng Keun Koo · 1 voice
Economics, Econometrics and Finance · #q-fin.CP