---
title: Forecasting Returns with CNNs in Korea
url: https://www.ml-quant.com/papers/ssrn/5008629/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5008629
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5008629
featured: 2024-11-06
citations: unknown
topic: Econometrics & Forecasting
---


# Forecasting Returns with CNNs in Korea

A machine learning-based study successfully predicts short-term stock market trends in the Korean market, showcasing the potential of deep learning techniques in financial market predictability.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5008629
- Identifier: SSRN 5008629
- Released: 2024-11-04
- First featured: Quant Letter No. 73 (2024-11-06): https://www.ml-quant.com/issues/2024-11-06/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting

## Related

- [Quantile deep learning models for multi-step ahead time series prediction](https://www.ml-quant.com/papers/arxiv/2411.15674/): The article introduces a new deep learning framework for predicting multi-step time series, which improves the performance of deep learning models. It has been effectively tested on Bitcoin and Ethereum, demonstrating its ability to manage volatility and provide useful information for decision-making.
- [Geometric Deep Learning for Realized Covariance Matrix Forecasting](https://www.ml-quant.com/papers/arxiv/2412.09517/): A new method for forecasting asset return covariance matrices using a Riemannian-geometry-aware deep learning framework outperforms traditional methods by considering the geometric properties of the matrices.
- [Distributional Refinement Network: Distributional Forecasting via Deep Learning](https://www.ml-quant.com/papers/arxiv/2406.00998/): The article introduces the Distributional Refinement Network (DRN), a model that enhances predictive performance and interpretability in actuarial modelling by merging a baseline model with a flexible neural network.
- [A Comparison of Standard Statistical, Machine Learning and Deep Learning Methods in Forecasting the Time Series](https://www.ml-quant.com/papers/ssrn/4840148/): The accuracy of Machine Learning and Deep Learning in forecasting macroeconomic indicators is compared to the traditional statistical method ARIMA.
- [Deep Learning in Renewable Energy Forecasting: A Cross-Dataset Evaluation of Temporal and Spatial Models](https://www.ml-quant.com/papers/arxiv/2505.03109/): The research compares seven Deep Learning models for use in the renewable energy sector, with Long-Short Term Memory and Multilayer Perceptron models proving most accurate.
- [A Dynamic Regime-Switching Model Using Gated Recurrent Straight-Through Units](https://www.ml-quant.com/papers/ssrn/4810879/): The Gated Recurrent Straightthrough Unit (GRSTU), a new deep learning model, outperforms statistical jump models in identifying regime changes in the S&P500 index, especially with smaller datasets.
