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Jeonggyu Huh
Sungkyunkwan University
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SCHOLARLY PAPERS
2
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174
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Scholarly Papers (2)
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1.
Bounded Rationality, Reinforcement Learning, and Market Efficiency
Number of pages: 42
Posted: 21 Oct 2024
Last Revised: 01 Apr 2025
Hyun Soo Doh
, Jeonggyu Huh and
Byung Hwa Lim
Hanyang University, Sungkyunkwan University and Department of Fintech, SKK Business School, Sungkyunkwan University
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133
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Abstract:
2.
Lstm-Based Dynamic Correlation Forecasting with Economic Conditions
Number of pages: 7
Posted: 12 May 2025
Jeonggyu Huh,
Seungwoo Ha
and
Seungwon Jeong
Sungkyunkwan University,
affiliation not provided to SSRN
and Chonnam National University
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41
(940,904)
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Abstract:
Dynamic correlation, Copula, LSTM, Macroeconomic factors, ESG indicators, Correlation Forecasting
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