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Haeun Jeon

2 accepted papers

2026

Decision-focused Sparse Tangent Portfolio Optimization

ICML 2026poster

Sparse tangent portfolio optimization aims to learn an interpretable, low-cardinality portfolio in the tangency direction of the mean–variance frontier, yet the associated cardinality-constrained formulation is NP-hard and standard predict-then-optimize pipelines often misalign forecasting accuracy …

Cited by 0SourceScholar
2025

Locally Convex Global Loss Network for Decision-Focused Learning

AAAI 2025technical

In decision-making problems under uncertainty, predicting unknown parameters is often considered independent of the optimization part. Decision-focused learning (DFL) is a task-oriented framework that integrates prediction and optimization by adapting the predictive model to give better decisions fo…