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Deep Mean-Reversion: A Physics-Informed Contrastive Approach to Pairs TradingGo to Linkopen access

Kim, Namhyoung; Na, Yosep; Song, Jae Wook

ArticleIssue Date2025CitationICAIF 2025 - 6th ACM International Conference on AI in Finance, pp 405 - 412PublisherAssociation for Computing Machinery, Inc
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FactorVQVAE: Discrete latent factor model via Vector Quantized Variational AutoencoderGo to Link

Kim, Namhyoung; Ock, Seung Eun; Song, Jae Wook

ArticleIssue Date2025CitationKnowledge-Based Systems, v.318, pp 1 - 22PublisherElsevier BV
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