Browse "Graduate School of Finance(금융전문대학원)" by Title 

Showing results 221 to 240 of 1029

221
Macro factors PCA model on Korean-won based currency portfolio premia = 다국 통화 포트폴리오 수익률에 대한 거시경제변수 모델 : 국내 외환시장 중심으로link

Park, Ji Young; Kang, Jangkoo; et al, 한국과학기술원, 2018

222
Macroeconomic indicators and EUR/USD algorithmic trading and speed = 거시경제 변수를 이용한 유로/달러 환율 알고리즘 트레이딩과 속도 중요성link

Jeong, Yeseul; Lee, Kyu Seok; et al, 한국과학기술원, 2017

223
Management of Technology in Korea

Kim, Ji Soo, Conference on Deveoping Technology Managers in the Pacific Rim, pp.137 - 154, 1993-01

224
Market predictability of aggregate asset growth in Korean stock market : (A) time-series analysis = 한국시장에서 자산성장률의 시장수익률 예측력 : 시계열분석link

Yun, Sunmyoung; Hyun, Jung Soon; et al, 한국과학기술원, 2019

225
Markov regime switching 모형을 이용한 헤징 성과분석 : KOSPI200지수 선물을 중심으로 = A Markov regime switching approach for Hedging KOSPI 200 indexlink

정미영; Jeong, Mee-Young; et al, 한국과학기술원, 2005

226
Maximum diversification portfolio in korean equity market = 한국 주식 시장의 최대분산포트폴리오 분석link

Shin, Hyun-Jae; 신현재; et al, 한국과학기술원, 2014

227
MCMC (markov chain monte carlo) 방법을 적용한 운영리스크 LDA (loss distribution approach) 측정방법에 관한 실증연구 = An empirical study on operational risk measurement using loss distribution approach with MCMC(markov chain monte carlo) methodlink

박준홍; Park, June-Hong; et al, 한국과학기술원, 2007

228
Mean-Variance 헤지 전략에 관한 연구 및 적용 = A study and an application of Mean-Variance Hedging Strategieslink

최준영; Choi, Jun-Young; et al, 한국과학기술원, 2011

229
Merton모형의 유용성에 관한 실증연구 = An empirical study on the usefulness of the Merton modellink

윤영만; Yoon, Young-Man; et al, 한국과학기술원, 2005

230
MIS 평가목적에 따른 평가요인선정에 관한 연구

Han, Ingoo, 대한산업공학회/한국경영과학회 '97 춘계공동학술대회, 한국경영과학회, 1997

231
Mixture Multiplicative Error Model을 이용한 VKOSPI 예측 모델에 관한 연구 = A study on Developing a VKOSPI Forecasting Model via Mixture Error Multiplicative Modellink

이성광; Lee, Sung-Kwang; et al, 한국과학기술원, 2012

232
Mobile Advertisement Recommender System using Collaborative Filtering: MAR-CF

Ahn, Hynuchul; Kim, Kyoung-jae; Han, Ingoo, KGSF-Conference, v.2006, pp.709 - 715, The Korea Society of Management Information Systems, 2006

233
Modeling dynamics of statistical arbitrage: pairs trading strategy utilizing high frequency data and euclidean distance = 통계적 차익거래 모델링: 고빈도 데이터와 유클리드 거리를 이용한 페어트레이딩 전략link

Oh, Ki Hun; 오기훈; et al, 한국과학기술원, 2015

234
Mutual funds’ stock picking ability in Korea stock market = 한국 주식시장에서의 뮤추얼 펀드의 주식 선택능력link

Kim, Hoi-Jae; 김회재; et al, 한국과학기술원, 2009

235
Naver trends and stock market volatility = 네이버 트렌드와 주식시장 변동성link

Cho, Bohwan; Byun, Sukjoon; et al, 한국과학기술원, 2020

236
Neural network forecasting of stock price index to integrate change-point detection with genetic algorithms

Kim, Kyoung-jae; Oh, Kyong Joo; Han, Ingoo, The Korea Society of Management Information Systems, Fall 2000, pp.141 - 150, The Korea Society of Management Information Systems, 2000

237
Neural Network Forecasting Using Data Mining Classifiers Based on Structural Change: Application to Stock Price Index

Oh, Kyong Joo; Han, Ingoo, The Korean Communications in Statistics, Vol. 8, No. 2, 2001, pp. 543-556(14), 2001

238
Neural Network Modeling supported by Change-Point Detection for the Prediction of the U.S. Treasury Securities

Oh, Kyong Joo; Han, Ingoo, the Korean Operations Research and Management Science Society, no.2, pp.37 - 39, The Korean Operations Research and Management Science Society, 2000

239
Neuro-genetic approach for bankruptcy prediction: a comparison to back-propagation algorithms

Shin, Kyung-shik; Shin, Taek-soo; Han, Ingoo, The Korea Society of Management Information Systems '98 International Conference on IS Paradigm reestablishment, pp.585 - 597, The Korea Society of Management Information Systems, 1998-11-20

240
New Bounds on American Option Prices

Kim, In Joon; Chang, Geun Hyuk; Byun, Suk Joon, KAIST Business School Working Paper Series KBS-WP-2007-009, 2007-05

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