Financial Machine Learning Lab
Financial Machine Learning Lab
Sogang University · Computer Science and Engineering
Professor
Prof. 김세준
Professor's page · publicationsAbout
김세준 교수 연구실(금융기계학습 연구실)은 서강대 컴퓨터공학과 소속으로, 기계학습과 정량 금융을 결합한 연구를 수행한다. 금융 자료를 분석해 다양한 조건을 만족하는 새로운 포트폴리오와 파생상품 구성 방법을 연구하며, 특히 딥러닝의 해석과 성능 향상에 관심을 둔다.
Research keywords
Recent papers
From OpenAlex · papers whose author affiliation matches this university
Selected publications
- A Note on the Fractional Momentum StrategyApplied Economics Letters · 2025
- Estimating Asset Pricing Models In the Presence of Cross-Sectionally Correlated Pricing ErrorsMathematics · 2024
- Factor Investing: a Unified ViewApplied Economics · 2023
- Deep Asset Allocation for Trend Following InvestingJournal of Experimental & Theoretical Artificial Intelligence · 2022
- Managing Downside Risk of Low-Risk Anomaly PortfoliosFinance Research Letters · 2022
- Index Tracking through Deep Latent Representation LearningQuantitative Finance · 2020
Labs doing related research
Labs that recently published on topics this lab's recent papers share
Jang Koo Kang
KAIST · Graduate School of Finance
Retail investor heterogeneity in the Korean stock marketPacific-Basin Finance Journal · Sep 17Shared topic: Financial Markets and Investment Strategies
Oh, Jehan
Kyungpook National University · Mathematics
American condor contracts with a cash component: A variational inequality approachPreprintarXiv (Cornell University) · Sep 20Shared topic: Financial Markets and Investment Strategies
Yongjae Lee
Ulsan National Institute of Science and Technology (UNIST) · Industrial Engineering
Making Alternative Data Work: Context-Augmented LLMs for Financial ForecastingPreprintarXiv (Cornell University) · Sep 10Shared topic: Stock Market Forecasting Methods
Other labs in this department
- Intelligent Spoken Dialogue Systems Lab
구명완
지능형 음성대화 인터페이스 및 시스템
- Network Lab
김승욱
게임이론기반 네트워크 운영
- Data-Centric Computing and AI Systems Laboratory
김영재
병렬처리, AI 시스템, 운영체제
- Auditory Intelligence Lab
Jihwan Kim
청각지능, 음성인식, 오디오 컨텐트 검색
- Machine Learning Systems Lab
문의현
머신러닝 및 고성능 컴퓨팅
- Data-Centric Computing and AI Systems Laboratory
박성용
분산시스템