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

Showing results 235 to 254 of 1029

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

241
New Bounds on American Option Prices

Kim, In Joon; Chang, Geun Hyuk; Byun, Suk Joon, Korean Academic Society of Business Administration, pp.1 - 32, Korean Academic Society, 2007-05

242
A New Dynamic Auction Mechanism in the Supply Chain: N-Bilateral Optimized Combinatorial Auction(N-BOCA)

Choi, Jin Ho; Chang, Yong Sik; Han, Ingoo, Journal of Korea Intelligent Information Systems Society, Vol. 12, No. 1, 2006. 3, pp. 139-161(23), 2006-03

243
Nonlinear cost allocation based on optimal cost driver set in activity-based costing: using hybrid genetic algorithms and artificial neural networks

Kim, Kyoung-jae; Han, Ingoo, 한국전문가시스템학회 '98 추계학술대회, no.2, pp.185 - 189, Korea Intelligent Information Systems Society, 1998

244
Nonparametric option pricing models with empirical analysis in KOSPI option market = 비모수 옵션 가격 결정 모형과 KOSPI 옵션 시장 실증 분석link

Kim, Chan Young; 김찬영; et al, 한국과학기술원, 2016

245
Numeraire Portfolio Tests of International Bond Market Integration

Kang, Jangkoo, American Finance Association, pp.1 - 42, 1999

246
Operating Structure and LIFO/FIFO Decision

Han, Ingoo, '93 International Conference of Decision Science Institute, 1993

247
Optimal multi-scale time series decomposition for financial forecasting using wavelet thresholding techniques

Shin, Taeksoo; Han, Ingoo, New Directions in Rough Sets, Data Mining, and Granular-Soft Computing 7th International Workshop, RSFDGrC'99, pp.533 - 542, Springer Verlag (Germany), 2004

248
Optimal signal multi-resolution by genetic algorithms to support artificial neural network models for financial forecasting

Shin, Taeksoo; Han, Ingoo, 1999 International Conference on Information Intelligence and Systems, pp.586 - 593, IEEE, 1999

249
Optimizing Collaborative Filtering Recommender Systems

Min, Sung-Hwan; Han, In goo, Advances in Web Intelligence, AWIC'2005 3-rd Atlantic Web Intelligence Conference , Lodz, Poland, 6-9 June 2005, pp. 313-319(7), 2005

250
Option Pricing and Hedging with Deterministic Volatility Functions

Kang, Jangkoo, 한국재무학회 학술발표회, 한국재무학회, 2003-11

251
Option pricing with self-exciting jump process = 자기 여기 도약 과정을 이용한 옵션계약의 가치계산link

Choi, Gyu-Seok; 최규석; et al, 한국과학기술원, 2012

252
Ownership structure and earnings informativeness: Evidence from Korea

Jung, Kooyul; Kwon, Sooyoung, The International Journal of Accounting, Vol. 37, No. 3, 2002, pp. 301-325(25), 2002

253
Pivot matrices를 활용한 Libor Market Model의 상관관계 적합방법에 대한 실증 연구 = Empirical study for correlation calibration of swaption Using LMM and Pivot matriceslink

이종원; Lee, Jong-Weon; et al, 한국과학기술원, 2010

254
Portfolio construction through reinforcement learning: an empirical study on the Korean stock market via interpretable AI = 강화학습을 활용한 포트폴리오 구성: 인공지능 해석을 통한 한국 주식시장 실증분석link

Lee, Dong Hee; Kang, Jangkoo; et al, 한국과학기술원, 2021

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