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이용재
Lee, Yongjae

이용재

Department of Industrial Engineering(산업공학과)

  • Financial Engineering Lab.
  • Website
Research Interests
Financial Engineering;Financial Optimization;Financial Data Analysis;Financial Planning;금융공학;금융최적화;금융데이터분석;재무설계
Lab Description
UNIST Financial Engineering Laboratory aim to identify various problems associated with finance industry and solve them via quantitative methods. Our research areas include:- Customized financial planning for individuals/institutions: use ML/AI techniques to analyze clients, and use mathematical optimization or reinforcement learning techniques to derive optimal financial plans- Analyzing and modeling financial markets: use probabilistic models, ML/AI techniques to analyze and model financial assets such as equities, bonds, real estates, commodities, or data.
Researcher ID Research Gate ORCiD Scopus Google Scholar
Previous
Goal-based investing with goal postponement: multistage stochastic mixed-integer programming approach File

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

Article Issue Date2024-08 View6
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 View12
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
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
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 View19
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
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 View35
Robustness in Portfolio Optimization File

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

Article Issue Date2023-09 View62
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
Identifying household finance heterogeneity via deep clustering File File

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

Article Issue Date2023-06 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
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 View29
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
Mean–Variance Optimization for Asset Allocation File

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

Article Issue Date2021-02 View40
Achieving Portfolio Diversification for Individuals with Low Financial Sustainability File File

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

Article Issue Date2020-09 View26
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 View25
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
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 View26
국내 인적자본을 고려한 생애주기별 자산관리 File

유제용 , 홍주환 , 이용재 , 김장호

Article Issue Date2019-10 View25
Why your smart beta portfolio might not work File

Lee, Yongjae , KIm, Woo Chang

Article Issue Date2018-08 View20
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