Roy H. Kwon

1. Efficient differentiable quadratic programming layers: an ADMM approach
   2021/12/14 by Andrew Butler, Butler, Andrew, Roy H. Kwon +1 · 7 citations
   Computer Science · Mathematics · #Advanced Optimization Algorithms Research #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and ELM #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Stochastic Gradient Optimization Techniques
2. ChatGPT-based Investment Portfolio Selection
   2023/08/11 by Oleksandr Romanko, Romanko, Oleksandr, Akhilesh Narayan +3 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · #90 #Advanced Bandit Algorithms Research #Artificial Intelligence (cs.AI) #Computational Engineering #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Finance #Financial Markets and Investment Strategies #G.1.6 #I.2.7 #J.4 #Portfolio Management (q-fin.PM) #Stock Market Forecasting Methods #and Science (cs.CE)