| 2013-05 | A Stochastic Model for Order Book Dynamics: An Application to Korean Stock Index Futures | Lee, Yongjae; Kim, Woo Chang | ARTICLE | 747 |
| 2017-12 | A Study on the Korean ETF Market : Systemic Risk and the Optimal ETF Introduction Sequence | Kim, Beomhyeon; Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo Chang | ARTICLE | 806 |
| 2016-02 | A uniformly distributed random portfolio | Kim, Woo Chang; Lee, Yongjae | ARTICLE | 689 |
| 2015-04-08 | A Uniformly Distributed Random Portfolio | Kim, Woo Chang; Lee, Yongjae | CONFERENCE | 273 |
| 2020-09 | Achieving Portfolio Diversification for Individuals with Low Financial Sustainability | Lee, Yongjae; Kim, Woo Chang; Kim, Jang Ho | ARTICLE | 521 |
| 2015-11-01 | Active Fund Performance: A Full-Distributional Analysis | Lee, Yongjae; Kim, Woo Chang; Ziemba, William T. | CONFERENCE | 266 |
| 2018-02 | An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel's monkey | Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo Chang; Fabozzi, Frank J. | ARTICLE | 722 |
| 2020-03 | Basic Enhancement Strategies When Using Bayesian Optimization for Hyperparameter Tuning of Deep Neural Networks | Cho, Hyunghun; Kim, Yongjin; Lee, Eunjung; Choi, Daeyoung; Lee, Yongjae; Rhee, Wonjong | ARTICLE | 592 |
| 2023-02 | Can GANs Learn Temporal Structures of Financial Time Series? | Lee, Yongjae; Kwon, Sohyeon | Master's thesis | 268 |
| 2007-04 | Cation-dependent compression behavior in low-silica zeolite-X | Lee, Yongjae; Lee, Hyun Hwi; Lee, Dong Ryeol; Shin, Tae Joo; Choi, Jae-Young; Kao, Chi-Chang | ARTICLE | 1027 |
| 2023-02 | Cluster analysis of cryptocurrencies via deep clustering | Lee, Yongjae; Choi, Minjoo | Master's thesis | 342 |
| 2014-10 | Cost of Asset Allocation in Equity Market: How Much Do Investors Lose Due to Bad Asset Class Design? | Kim, Woo Chang; Lee, Yongjae; Lee, Yoon Hak | ARTICLE | 862 |
| 2022-06 | Goal-based investing based on multi-stage robust portfolio optimization | Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, Frank J. | ARTICLE | 835 |
| 2022-09 | Identifying household finance heterogeneity via deep clustering | Hwang, Yoontae; Lee, Yongjae; Fabozzi, Frank J. | ARTICLE | 674 |
| 2022-11-02 | Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach | Chung, Guhyuk; Chung, Munki; Lee, Yongjae; Kim, Woo Chang | CONFERENCE | 654 |
| 2021-02 | Mean–Variance Optimization for Asset Allocation | Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, Frank J. | ARTICLE | 989 |
| 2017-01 | Modeling the dynamics of institutional, foreign, and individual investors through price consensus | Kwon, Do-Gyun; Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang | ARTICLE | 688 |
| 2020-03 | Personalized goal-based investing via multi-stage stochastic goal programming | Kim, Woo Chang; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; Lin, Changle | ARTICLE | 1095 |
| 2015-10 | Pressure-Induced Amorphization of Small Pore Zeolites-the Role of Cation-H2O Topology and Anti-glass Formation | Hwang, Gil Chan; Shin, Tae Joo; Blom, Douglas A.; Vogt, Thomas; Lee, Yongjae | ARTICLE | 866 |
| 2021-05 | Recent Trends and Perspectives on the Korean Asset Management Industry | Kim, Jang Ho; Lee, Yongjae; Bae, Jaekyu; Kim, Woo Chang | ARTICLE | 479 |
