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2020 – today
- 2024
[j17]Insu Choi
, Woosung Koh, Bonwoo Koo, Woo Chang Kim:
Network-based exploratory data analysis and explainable three-stage deep clustering for financial customer profiling. Eng. Appl. Artif. Intell. 128: 107378 (2024)- [j16]Insu Choi, Woo Chang Kim:
Enhancing Exchange-Traded Fund Price Predictions: Insights from Information-Theoretic Networks and Node Embeddings. Entropy 26(1): 70 (2024) - [j15]Insu Choi, Woo Chang Kim:
Unlocking ETF price forecasting: Exploring the interconnections with statistical dependence-based graphs and xAI techniques. Knowl. Based Syst. 305: 112567 (2024) - [c7]Insu Choi, Woo Chang Kim:
An Iridescent Insights of Statistical Interdependencies of Financial Markets. BigComp 2024: 359-360 - [c6]Guhyuk Chung, Yongjae Lee, Woo Chang Kim:
Neural Marked Hawkes Process for Limit Order Book Modeling. PAKDD (3) 2024: 197-209 - [c5]Insu Choi, Woosung Koh, Gimin Kang, Yuntae Jang, Woo Chang Kim:
Encoding Temporal Statistical-space Priors via Augmented Representation under Data Scarcity. STRL@IJCAI 2024 - [i5]Insu Choi, Woosung Koh, Gimin Kang, Yuntae Jang, Woo Chang Kim:
Encoding Temporal Statistical-space Priors via Augmented Representation. CoRR abs/2401.16808 (2024) - [i4]Haeun Jeon, Hyunglip Bae, Minsu Park, Chanyeong Kim, Woo Chang Kim:
ICLN: Input Convex Loss Network for Decision Focused Learning. CoRR abs/2403.01875 (2024) - [i3]Chanyeong Kim, Jongwoong Park, Hyunglip Bae, Woo Chang Kim:
Transformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization. CoRR abs/2404.02583 (2024) - 2023
- [j14]Jinkyu Lee, Sanghyeon Bae, Woo Chang Kim, Yongjae Lee:
Value function gradient learning for large-scale multistage stochastic programming problems. Eur. J. Oper. Res. 308(1): 321-335 (2023) - [c4]Hyunglip Bae, Jinkyu Lee, Woo Chang Kim, Yongjae Lee:
Deep Value Function Networks for Large-Scale Multistage Stochastic Programs. AISTATS 2023: 11267-11287 - [c3]Chanyeong Kim, Jongwoong Park, Hyunglip Bae, Woo Chang Kim:
Transformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization. ICML 2023: 16747-16770 - [i2]Munki Chung, Yongjae Lee, Woo Chang Kim:
Mean-Variance Efficient Collaborative Filtering for Stock Recommendation. CoRR abs/2306.06590 (2023) - [i1]Woosung Koh, Insu Choi, Yuntae Jang, Gimin Kang, Woo Chang Kim:
Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series. CoRR abs/2311.13326 (2023) - 2022
- [j13]Jang Ho Kim, Yongjae Lee, Woo Chang Kim, Frank J. Fabozzi:
Goal-based investing based on multi-stage robust portfolio optimization. Ann. Oper. Res. 313(2): 1141-1158 (2022) - [j12]Hyeongwoo Kong, Wonje Yun, Weonyoung Joo, Ju-Hyun Kim, Kyoung-Kuk Kim, Il-Chul Moon, Woo Chang Kim:
Constructing a personalized recommender system for life insurance products with machine-learning techniques. Intell. Syst. Account. Finance Manag. 29(4): 242-253 (2022) - [c2]Guhyuk Chung, Munki Chung, Yongjae Lee, Woo Chang Kim:
Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach. ICAIF 2022: 223-231 - 2021
- [j11]Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi:
Sparse factor model based on trend filtering. Ann. Oper. Res. 306(1): 321-342 (2021) - [j10]Insu Choi, Woo Chang Kim:
Detecting and Analyzing Politically-Themed Stocks Using Text Mining Techniques and Transfer Entropy - Focus on the Republic of Korea's Case. Entropy 23(6): 734 (2021) - 2020
- [j9]Yongjae Lee, Min Jeong Kim, Jang Ho Kim, Ju Ri Jang, Woo Chang Kim:
Sparse and robust portfolio selection via semi-definite relaxation. J. Oper. Res. Soc. 71(5): 687-699 (2020) - [c1]Guseon Ji, Hyeongwoo Kong, Woo Chang Kim, Kwangwon Ahn:
Stochastic Volatility and Early Warning Indicator. ICCS (1) 2020: 413-421
2010 – 2019
- 2019
- [j8]Sung Min Jang, Eojin Yi, Woo Chang Kim, Kwangwon Ahn:
Information Flow between Bitcoin and Other Investment Assets. Entropy 21(11): 1116 (2019) - 2018
- [j7]Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi:
Recent advancements in robust optimization for investment management. Ann. Oper. Res. 266(1-2): 183-198 (2018) - [j6]Jang Ho Kim, Woo Chang Kim, Do-Gyun Kwon, Frank J. Fabozzi:
Robust equity portfolio performance. Ann. Oper. Res. 266(1-2): 293-312 (2018) - 2016
- [j5]Min Jeong Kim, Yongjae Lee, Jang Ho Kim, Woo Chang Kim:
Sparse tangent portfolio selection via semi-definite relaxation. Oper. Res. Lett. 44(4): 540-543 (2016) - 2014
- [j4]Woo Chang Kim, Min Jeong Kim, Jang Ho Kim, Frank J. Fabozzi:
Robust portfolios that do not tilt factor exposure. Eur. J. Oper. Res. 234(2): 411-421 (2014) - [j3]Geum Il Bae, Woo Chang Kim, John M. Mulvey:
Dynamic asset allocation for varied financial markets under regime switching framework. Eur. J. Oper. Res. 234(2): 450-458 (2014) - [j2]Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi:
Recent Developments in Robust Portfolios with a Worst-Case Approach. J. Optim. Theory Appl. 161(1): 103-121 (2014) - 2013
- [j1]Woo Chang Kim, Jang Ho Kim, So Hyoung Ahn, Frank J. Fabozzi:
What do robust equity portfolio models really do? Ann. Oper. Res. 205(1): 141-168 (2013)
Coauthor Index
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