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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 View15

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 View19

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 View84

Mean–Variance Optimization for Asset Allocation File

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

Article Issue Date2021-02 View40

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 View29

Multi-attention recommender system for non-fungible tokens File

Kim, Yejin , Kim, Seonmi , Lee, Youngbin , Hong, Joohwan , Lee, Yongjae

Article Issue Date2024-11 View1

Neural Marked Hawkes Process for Limit Order Book Modeling File

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

Conference Paper Issue Date2024-04-25 View32

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 View29

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 View28

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 View30

Robustness in Portfolio Optimization File

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

Article Issue Date2023-09 View62

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 View25

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 View26

Sparse tangent portfolio selection via semi-definite relaxation File

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

Article Issue Date2016-07 View39

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 View43

THE COST OF ASSET ALLOCATION

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

Conference Paper Issue Date2013-05-24 View14

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 View20

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 View22

Why your smart beta portfolio might not work File

Lee, Yongjae , KIm, Woo Chang

Article Issue Date2018-08 View25

과거에 발생한 금융 사고들에 대한 사례연구를 통한 원인분석과 방지책 마련

권도균 , 김민정 , 김장호 , 이용재 , 이윤학 , 김우창

Conference Paper Issue Date2011-11-05 View15

국내 인적자본을 고려한 생애주기별 자산관리 File

유제용 , 홍주환 , 이용재 , 김장호

Article Issue Date2019-10 View25

‘로보 어드바이저’의 현황과 한국시장 도입 가능성에 대한 연구

김지은 , 이용재 , 배금일 , 최제옥 , 이동열 , 김우창

Conference Paper Issue Date2015-11-07 View14

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