Scholarworks@UNIST

UNIST Library

Browsing "Department of Industrial Engineering" by Author : 이용재

All A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

가 나 다 라 마 바 사 아 자 차 카 타 파 하

Sort by: In order: Results/Page Etal:

Showing results 16 to 40 of 40

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 View23

Heterogeneous trading behaviors of individual investors: A deep clustering approach File

Hwang, Yoontae , Park, Junpyo , Kim, Jang Ho , Lee, Yongjae , Fabozzi, Frank J.

Article Issue Date2024-07 View6

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 View10

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 View12

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 View15

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 View62

Mean–Variance Optimization for Asset Allocation File

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

Article Issue Date2021-02 View30

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 View12

Neural Marked Hawkes Process for Limit Order Book Modeling File

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

Conference Paper Issue Date2024-04-25 View23

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 View21

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 View17

Robustness in Portfolio Optimization File

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

Article Issue Date2023-09 View40

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 View15

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 View15

Sparse tangent portfolio selection via semi-definite relaxation File

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

Article Issue Date2016-07 View19

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 View31

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 View9

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 View15

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 View21

‘로보 어드바이저’의 현황과 한국시장 도입 가능성에 대한 연구

김지은 , 이용재 , 배금일 , 최제옥 , 이동열 , 김우창

Conference Paper Issue Date2015-11-07 View8

RSS 1.0 RSS 2.0

UNIST | Library

Tel : 052-217-1404 / Email : scholarworks@unist.ac.kr

ScholarWorks@UNIST was established as an OAK Project for the National Library of Korea.