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A GANs-Based Approach for Stock Price Anomaly Detection and Investment Risk Management File

Kim, Seyoung , Hong, Joohwan , Lee, Yongjae

Conference Paper Issue Date2023-11-27 View104
A STOCHASTIC MODEL FOR ORDER BOOK DYNAMICS: AN APPLICATION TO KOREAN STOCK INDEX FUTURES

김우창 , 이용재

Conference Paper Issue Date2012-05-10 View6
A Stochastic Model for Order Book Dynamics: An Application to Korean Stock Index Futures File

Lee, Yongjae , Kim, Woo Chang

Article Issue Date2013-05 View12
A Study on the Korean ETF Market : Systemic Risk and the Optimal ETF Introduction Sequence File

Kim, Beomhyeon , Lee, Yongjae , Kwon, Do-Gyun , Kim, Woo Chang

Article Issue Date2017-12 View9
A Uniformly Distributed Random Portfolio

Kim, Woo Chang , Lee, Yongjae

Conference Paper Issue Date2015-04-08 View6
A uniformly distributed random portfolio File

Kim, Woo Chang , Lee, Yongjae

Article Issue Date2016-02 View13
Achieving Portfolio Diversification for Individuals with Low Financial Sustainability File File

Lee, Yongjae , Kim, Woo Chang , Kim, Jang Ho

Article Issue Date2020-09 View9
Active Fund Performance: A Full-Distributional Analysis

Lee, Yongjae , Kim, Woo Chang , Ziemba, William T.

Conference Paper Issue Date2015-11-01 View7
An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel's monkey File

Lee, Yongjae , Kwon, Do-Gyun , Kim, Woo Chang , Fabozzi, Frank J.

Article Issue Date2018-02 View13
An Overview of Machine Learning for Asset Management File

Lee, Yongjae , Thompson, John R. J. , Kim, Jang Ho , Kim, Woo Chang , Fabozzi, Francesco A.

Article Issue Date2023-09 View14
Anatomy of Robo-Advisor: 적용 기술의 타당성을 중심으로

배금일 , 이용재 , 김지은 , 김우창 , 김민정 , 김장호

Conference Paper Issue Date2015-11-07 View9
Anatomy of Robo-Advisor: 적용 기술의 타당성을 중심으로

이용재 , 배금일 , 김지은 , 김우창 , 김민정 , 김장호

Conference Paper Issue Date2015-10-23 View9
Basic Enhancement Strategies When Using Bayesian Optimization for Hyperparameter Tuning of Deep Neural Networks File File

Cho, Hyunghun , Kim, Yongjin , Lee, Eunjung , Choi, Daeyoung , Lee, Yongjae , Rhee, Wonjong

Article Issue Date2020-03 View9
Cost of Asset Allocation in Equity Market: How Much Do Investors Lose Due to Bad Asset Class Design? File

Kim, Woo Chang , Lee, Yongjae , Lee, Yoon Hak

Article Issue Date2014-10 View10
Deep Value Function Networks for Large-Scale Multistage Stochastic Programs

Bae, Hyunglip , Lee, Jinkyu , Kim, Woo Chang , Lee, Yongjae

Conference Paper Issue Date2023-04-26 View5
Goal-based investing based on multi-stage robust portfolio optimization File

Kim, Jang Ho , Lee, Yongjae , Kim, Woo Chang , Fabozzi, Frank J.

Article Issue Date2022-06 View20
Household financial health: a machine learning approach for data-driven diagnosis and prescription File

Kim, Kyeongbin , Hwang, Yoontae , Lim, Dongcheol , Kim, Suhyeon , Lee, Junghye , Lee, Yongjae

Article Issue Date2023-11 View13
Identifying household finance heterogeneity via deep clustering File File

Hwang, Yoontae , Lee, Yongjae , Fabozzi, Frank J.

Article Issue Date2023-06 View9
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework File

Lee, Jinkyu , Kwon, Do-Gyun , Lee, Yongjae , Kim, Jang Ho , Kim, Woo Chang

Article Issue Date2023-09 View11
LLMs Analyzing the Analysts: Do BERT and GPT Extract More Value from Financial Analyst Reports? File

Kim, Seonmi , Kim, Seyoung , Kim, Yejin , Park, Junpyo , Kim, Seongjin , Kim, Moolkyeol , Sung, Chang Hwan , Hong, Joohwan , Lee, Yongjae

Conference Paper Issue Date2023-11-27 View13
Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach File

Chung, Guhyuk , Chung, Munki , Lee, Yongjae , Kim, Woo Chang

Conference Paper Issue Date2022-11-02 View52
Mean–Variance Optimization for Asset Allocation File

Kim, Jang Ho , Lee, Yongjae , Kim, Woo Chang , Fabozzi, Frank J.

Article Issue Date2021-02 View25
Modeling the dynamics of institutional, foreign, and individual investors through price consensus File

Kwon, Do-Gyun , Kim, Jang Ho , Lee, Yongjae , Kim, Woo Chang

Article Issue Date2017-01 View9
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products File

Bae, Sanghyeon , Lee, Yongjae , Kim, Woo Chang

Article Issue Date2023-11 View17
Personalized goal-based investing via multi-stage stochastic goal programming File

Kim, Woo Chang , Kwon, Do-Gyun , Lee, Yongjae , Kim, Jang Ho , Lin, Changle

Article Issue Date2020-03 View15
Recent Trends and Perspectives on the Korean Asset Management Industry File

Kim, Jang Ho , Lee, Yongjae , Bae, Jaekyu , Kim, Woo Chang

Article Issue Date2021-05 View12
Robustness in Portfolio Optimization File

Kim, Jang Ho , Kim, Woo Chang , Lee, Yongjae , Choi, Bong-Geun , Fabozzi, Frank J.

Article Issue Date2023-09 View35
SimStock : Representation Model for Stock Similarities File

Hwang, Yoontae , Lee, Junhyeong , Kim, Daham , Noh, Seunghwan , Hong, Joohwan , Lee, Yongjae

Conference Paper Issue Date2023-11-27 View12
Sparse and robust portfolio selection via semi-definite relaxation File

Lee, Yongjae , Kim, Min Jeong , Kim, Jang Ho , Jang, Ju Ri , Kim, Woo Chang

Article Issue Date2020-05 View14
Sparse tangent portfolio selection via semi-definite relaxation File

Kim, Min Jeong , Lee, Yongjae , Kim, Jang Ho , Kim, Woo Chang

Article Issue Date2016-07 View16
Stop-loss adjusted labels for machine learning-based trading of risky assets File

Hwang, Yoontae , Park, Junpyo , Lee, Yongjae , Lim, Dong-Young

Article Issue Date2023-12 View30
THE COST OF ASSET ALLOCATION

Kim, Woo Chang , Lee, Yongjae , Lee, Yoon Hak

Conference Paper Issue Date2013-05-24 View5
The effects of errors in means, variances, and correlations on the mean-variance framework File

Chung, Munki , Lee, Yongjae , Kim, Jang Ho , Kim, Woo Chang , Fabozzi, Frank J.

Article Issue Date2022-10 View8
Value Function Gradient Learning for Large-Scale Multistage Stochastic Programming Problems File

Lee, Jinkyu , Bae, Sanghyeon , Kim, Woo Chang , Lee, Yongjae

Article Issue Date2023-07 View13
Why your smart beta portfolio might not work File

Lee, Yongjae , KIm, Woo Chang

Article Issue Date2018-08 View8
과거에 발생한 금융 사고들에 대한 사례연구를 통한 원인분석과 방지책 마련

권도균 , 김민정 , 김장호 , 이용재 , 이윤학 , 김우창

Conference Paper Issue Date2011-11-05 View8
국내 인적자본을 고려한 생애주기별 자산관리 File

유제용 , 홍주환 , 이용재 , 김장호

Article Issue Date2019-10 View20
‘로보 어드바이저’의 현황과 한국시장 도입 가능성에 대한 연구

김지은 , 이용재 , 배금일 , 최제옥 , 이동열 , 김우창

Conference Paper Issue Date2015-11-07 View8
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