Yongjae Lee
Ulsan National Institute of Science and Technology (UNIST), Republic of Korea · yongjaelee@unist.ac.kr · 通讯作者
Lee-Tae-Lee 2024 通讯作者。活跃于 ML for asset management 方向 (见 Lee-Thompson-Kim-Kim-Fabozzi 2023 "An overview of machine learning for asset management" JPM 49(9) 31-63)。2026 年与 KAIST Woo Chang Kim 组把 DFL 推进到基数约束稀疏切点组合 (ICML 2026, 通讯)。
关联论文
- Lee, Tae & Lee (2024) — Anatomy of Machines for Markowitz (arXiv:2409.09684)
- Jeon, Choi, Bae, Lee & Kim (2026) — Decision-focused Sparse Tangent Portfolio (ICML 2026, 通讯)
- Lee, Thompson, Kim, Kim & Fabozzi (2023) — An overview of machine learning for asset management JPM 49(9) 31-63