Browse "Dept. of Industrial and Systems Engineering(산업및시스템공학과)" by Author Chung, Munki
Showing results 1 to 3 of 3
| Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach Chung, GuHyuk; Chung, Munki; Lee, Yongjae; Kim, Woo Chang, 3rd ACM International Conference on AI in Finance, ICAIF 2022, pp.223 - 231, Association for Computing Machinery, Inc, 2022-11 |
| The effects of errors in means, variances, and correlations on the mean-variance framework Chung, Munki; Lee, Yongjae; Kim, Jangho; Kim, Woo Chang; Fabozzi, Frank J, QUANTITATIVE FINANCE, v.22, no.10, pp.1893 - 1903, 2022-10 |
| (The) effects of errors in means, variances, and correlations on all feasible portfolios = 모든 가능 포트폴리오에 대한 평균, 분산 및 상관 관계에서의 오류의 영향link Chung, Munki; Kim, Woo Chang; et al, 한국과학기술원, 2018 |
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