Scholarworks@UNIST

UNIST Library
Search

이용재
Lee, Yongjae

이용재

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
Machine learning for disease-specific prediction of high-cost patients File

Tae, Inwoo , Kong, Hyeongwoo , Lee, Junghye , Lee, Yongjae

Article Issue Date2025-12 View33
Random Forests for Feature Selection: Concepts and Applications in Asset Management File

Kim, Jang Ho , Lee, Yongjae , Kim, Woo Chang , Song, Jae Wook , Fabozzi, Frank J

Article Issue Date2025-11 View17
Deep Learning in Asset Management: Architectures, Applications, and Challenges File

Hwang, Yoontae , Lee, Youngbin , Lee, Junhyeong , Zohren, Stefan , Kim, Jang Ho , Kim, Woo Chang , Lee, Yongjae , Fabozzi, Frank J.

Article Issue Date2025-11 View26
Clustering and Similarity Learning in Financial Markets: A Tutorial for the Practitioners File

Mehta, Dhagash , Thompson, John R. J. , Lee, Hoyoung , Lee, Yongjae

Article Issue Date2025-11 View24
Enhancing mean-variance portfolio optimization through GANs-based anomaly detection File

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

Article Issue Date2025-03 View139
An Overview of Machine Learning for Portfolio Optimization File

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

Article Issue Date2024-12 View186
An Overview of Optimization Models for Portfolio Management File

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

Article Issue Date2024-12 View143
Multi-attention recommender system for non-fungible tokens File

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

Article Issue Date2024-11 View151
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 View140
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 View131
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 View150
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 View141
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 View131
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 View158
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 View96
Robustness in Portfolio Optimization File

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

Article Issue Date2023-09 View190
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 View137
Identifying household finance heterogeneity via deep clustering File File

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

Article Issue Date2023-06 View110
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 View138
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 View136
1 2 >>

RSS 1.0 RSS 2.0

CONTACT US

UNIST | Library

Tel : 052-217-1403 / Email : scholarworks@unist.ac.kr

Copyright (c) 2023 by UNIST LIBRARY. All rights reserved.

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