Browse "Dept. of Industrial and Systems Engineering(산업및시스템공학과)" by Author Kim, Woo Chang
Showing results 1 to 60 of 76
A practical solution to improve the nutritional balance of Korean dine-out menus using linear programming Kim, Jang Ho; Kim, Woo Chang; Kim, Jihye, PUBLIC HEALTH NUTRITION, v.22, no.6, pp.957 - 966, 2019-04 |
| A Study on optimization models under uncertainty and their applications in financial planning = 불확실성을 다루는 최적화 모형과 금융투자에서의 활용에 대한 연구link Kim, Min Jeong; 김민정; et al, 한국과학기술원, 2015 |
| A uniformly distributed random portfolio Kim, Woo Chang; Lee, Yongjae, QUANTITATIVE FINANCE, v.16, no.2, pp.297 - 307, 2016 |
| (A) study on the effect of Korea pension management on social system under asset-liability management framework = 국민연금이 사회 시스템에 미치는 영향을 고려한 자산-부채 관리 연구link Choi, Woong Bee; Kim, Woo Chang; et al, 한국과학기술원, 2019 |
| Achieving Portfolio Diversification for Individuals with Low Financial Sustainability Lee, Yongjae; Kim, Woo Chang; Kim, Jang Ho, SUSTAINABILITY, v.12, no.17, 2020-09 |
| Active equity managers in the US: Do the best follow momentum strategies? Mulvey, JM; Kim, Woo Chang, JOURNAL OF PORTFOLIO MANAGEMENT, v.34, no.2, pp.126 - 126, 2008 |
| An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel's monkey Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo Chang; Fabozzi, Frank J., APPLIED ECONOMICS, v.50, no.40, pp.4318 - 4327, 2018-07 |
| An Overview of Machine Learning for Asset Management Lee, Yongjae; Thompson, John R.J.; Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Francesco A., JOURNAL OF PORTFOLIO MANAGEMENT, v.49, no.9, pp.31 - 63, 2023 |
| Analysis framework of dependency measures in the stock market, and its applications = 인과관계 및 상관관계에 따른 주식시장 분석 프레임워크 및 그 응용link Yun, Wonje; Kim, Woo Chang; et al, 한국과학기술원, 2022 |
| Analyzing and Utilizing Thematic Stocks based on Text Mining Techniques and Information Flow-Based Networks: An Example of the Republic of Korea's Mask-Themed Stocks Choi, Insu; Kim, Woo Chang, INDUSTRIAL ENGINEERING AND MANAGEMENT SYSTEMS, v.21, no.2, pp.244 - 266, 2022-06 |
| Capital regulation and bank insolvency risk = 자본 규제와 은행 지불 불능 위험link Kong, Hyeong Woo; Kim, Woo Chang; et al, 한국과학기술원, 2017 |
| Composition of robust equity portfolios Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., FINANCE RESEARCH LETTERS, v.10, no.2, pp.72 - 81, 2013-06 |
| Composition of Robust Equity Portfolios Kim, Jang Ho; Kim, Woo Chang; Frank Fabozzi, MSIE Spring Conference, MSIE, 2013-05 |
| Constructing a personalized recommender system for life Insurance products with machine learning techniques Kong, Hyeongwoo; Yun, Wonje; Joo, Weonyoung; KIM, JUHYUN; Kim, Kyoung-Kuk; Moon, Il-Chul; Kim, Woo Chang, INTELLIGENT SYSTEMS IN ACCOUNTING FINANCE & MANAGEMENT, v.29, no.4, pp.242 - 253, 2022-10 |
| Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments Kim, Woo Chang; Fabozzi, Frank J.; Cheridito, Patrick; Fox, Charles, ECONOMICS LETTERS, v.122, no.2, pp.154 - 158, 2014-02 |
| Cost of Asset Allocation in Equity Market: How Much Do Investors Lose Due to Bad Asset Class Design? Kim, Woo Chang; Lee, Yongjae; Lee, Yoonhak, JOURNAL OF PORTFOLIO MANAGEMENT, v.41, no.1, pp.34 - 44, 2014 |
| Cost of shareholder engagement by institutional investors under short-swing profit rule Lee, Dongyeol; Kim, Woo Chang, FINANCE RESEARCH LETTERS, v.40, 2021-05 |
| Deciphering robust portfolios Kim, Woo Chang; Kim, Jang Ho; Fabozzi, Frank J., JOURNAL OF BANKING FINANCE, v.45, pp.1 - 8, 2014-08 |
| Decomposition and approximation techniques for large-scale multistage stochastic programs: with applications in finance = 분해 및 근사 기법을 통한 대규모 다단 추계적 계획 문제의 해법: 재정 계획문제에 대한 적용link Lee, Jinkyu; Kim, Woo Chang; et al, 한국과학기술원, 2022 |
| Demystifying diversification strategies by using portfolio optimization techniques = 포트폴리오 최적화 기법을 활용한 분산 투자에 대한 이해link Lee, Yongjae; 이용재; et al, 한국과학기술원, 2016 |
| Detecting and Analyzing Politically-Themed Stocks Using Text Mining Techniques and Transfer Entropy-Focus on the Republic of Korea's Case Choi, Insu; Kim, Woo Chang, ENTROPY, v.23, no.6, 2021-06 |
| Dietary Pattern Extraction Using Natural Language Processing Techniques Choi, Insu; Kim, Jihye; Kim, Woo Chang, FRONTIERS IN NUTRITION, v.9, 2022-03 |
| Duration-enhancing overlay strategies for defined benefit pension plans Mulvey, J.M.; Kim, Woo Chang; Ma, Y., JOURNAL OF ASSET MANAGEMENT, v.11, no.2-3, pp.136 - 162, 2010-06 |
| Dynamic asset allocation for varied financial markets under regime switching framework Bae, Geum Il; Kim, Woo Chang; Mulvey, John M., EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.234, no.2, pp.450 - 458, 2014-04 |
| Dynamic Asset Allocation for Varied Financial Markets under Regime Switching Framework Bae, Geum Il; Kim, Woo Chang; John M. Mulvey, MSIE Spring Conference, MSIE, 2013-05 |
| Elucidating Directed Statistical Dependencies: Investigating Global Financial Market Indices' Influence on Korean Short Selling Activities Choi, Insu; Lee, Myounggu; Kim, Hyejin; Kim, Woo Chang, PACIFIC-BASIN FINANCE JOURNAL, v.79, 2023-06 |
| Empirical analysis of politically-themed stocks using text mining techniques and entropy-based network dynamics – focus on the Republic of Korea's case = 텍스트 마이닝 기법과 엔트로피 기반의 네트워크 분석을 활용한 정치 테마주에 대한 실증적 분석 – 한국의 사례를 중심으로link Choi, Insu; Kim, Woo Chang; et al, 한국과학기술원, 2021 |
| Estimating Historical Downside Risks of Global Financial Market Indices via Inflation Rate-Adjusted Dependence Graphs Choi, Insu; Kim, Woo Chang, RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, v.66, 2023-10 |
| Evaluating style investment-Does a fund market defined along equity styles add value? Kim, Woo Chang; Mulvey, JM, QUANTITATIVE FINANCE, v.9, no.6, pp.637 - 651, 2009 |
| Extending the Scope of ALM to Social Investment: Investing in Population Growth to Enhance Sustainability of the Korean National Pension Service Choi, Woong Bee; Lee, Dongyeol; Kim, Woo Chang, SUSTAINABILITY, v.13, no.1, pp.401, 2021-01 |
| Focusing on the worst state for robust investing Kim, Woo Chang; Kim, Jang Ho; Mulvey, John M.; Fabozzi, Frank J., International Review of Financial Analysis, v.39, pp.19 - 31, 2015-05 |
| Goal-based investing based on multi-stage robust portfolio optimization Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, Frank J., ANNALS OF OPERATIONS RESEARCH, v.313, no.2, pp.1141 - 1158, 2022-06 |
| Improving Diversification in an Era of Contagion: Optimizing over a Set of Assets and Special Tactics Kim, Woo Chang, Semi-Plenary Speech, Mini-symposium on Asset allocation and ALM for long term investors, XIII International Conference on Stochastic Programming, 2013-07 |
| Information Flow between Bitcoin and Other Investment Assets Jang, Sung Min; Yi, Eojin; Kim, Woo Chang; Ahn, Kwangwon, ENTROPY, v.21, no.11, 2019-11 |
| Interpretation of put-call parity violation and tax effect = 풋-콜 패리티 괴리 현상 해석과 세금 효과link Choi, Seulah; Kim, Woo Chang; et al, 한국과학기술원, 2020 |
| Large-scale financial planning via a partially observable stochastic dual dynamic programming framework Lee, Jinkyu; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang, QUANTITATIVE FINANCE, v.23, no.9, pp.1341 - 1360, 2023-08 |
| Longevity Risk Management for Individual Investors Kim, Woo Chang; John M. Mulvey; Koray D. Simsek; Kim, Min Jeong, MSIE Spring Conference, MSIE, 2013-05 |
| Longevity risk management for individual investors in the retirement stage using SDDP algorithm = 장수리스크를 고려한 은퇴 후 개인의 최적 자산 관리 알고리즘에 대한 연구link Kim, Ji-Eun; Kim, Woo Chang; et al, 한국과학기술원, 2018 |
| Longevity Risk Management for Individual Investors using Multi-stage Stochastic Programming Kim, Woo Chang; Kim, Min Jeong; Koray D. Simsek; John M. Mulvey, Mini-symposium on Asset allocation and ALM for long term investors, XIII International Conference on Stochastic Programming, 2013-07 |
| 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 |
| Mean-Variance Optimization for Asset Allocation Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang; Fabozzi, Frank J., JOURNAL OF PORTFOLIO MANAGEMENT, v.47, no.5, pp.24 - 40, 2021-05 |
| Modeling the dynamics of institutional, foreign, and individual investors through price consensus Kwon, Do-Gyun; Kim, Jang Ho; Lee, Yongjae; Kim, Woo Chang, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.49, pp.166 - 175, 2017-01 |
| Network-based exploratory data analysis and explainable three-stage deep clustering for financial customer profiling Choi, Insu; Koh, Woosung; Koo, Bonwoo; Kim, Woo Chang, ENGINEERING APPLICATIONS OF ARTIFICIAL INTELLIGENCE, v.128, 2024-02 |
| Optimal Building Blocks for Single- and Multi-period Investment Management = 투자 기간에 따른 최적의 자산군에 대한 연구link Kim, Sang Yeon; Kim, Woo Chang; et al, 한국과학기술원, 2019 |
| Optimal control of defined benefit national pension plans = 확정급여형 국민연금의 최적 자산배분 및 보험료율link Kim, Jeong-Hyun; Kim, Woo Chang; et al, 한국과학기술원, 2017 |
| Optimal Longevity Risk Management in the Retirement Stage of the Life Cycle Simsek, Koray D.; Kim, Min Jeong; Kim, Woo Chang; Mulvey, John M., JOURNAL OF INVESTING, v.27, pp.38 - 57, 2018-12 |
| Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products Bae, Sanghyeon; Lee, Yongjae; Kim, Woo Chang, QUANTITATIVE FINANCE, v.23, no.11, pp.1597 - 1615, 2023-11 |
| Optimizing high-frequency pairs trading strategy via reinforcement learning with spread prediction model = 강화 학습 및 스프레드 예측 모델을 통한 고빈도 페어 트레이딩 전략 최적화link Kim, Chan-Yeong; Kim, Woo Chang; et al, 한국과학기술원, 2022 |
| OSCAR: an asset selection heuristic for cardinality constrained portfolio optimization = 개수 제약 포트폴리오 최적화에서의 자산 선택 휴리스틱link Jeon, Haeun; Kim, Woo Chang; et al, 한국과학기술원, 2023 |
| Penalizing variances for higher dependency on factors Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., QUANTITATIVE FINANCE, v.17, no.4, pp.479 - 489, 2017-04 |
| Personalized goal-based investing via multi-stage stochastic goal programming Kim, Woo Chang; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; Lin, Changle, QUANTITATIVE FINANCE, v.20, no.3, pp.515 - 526, 2020-03 |
| Portfolio selection with conservative short-selling Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., FINANCE RESEARCH LETTERS, v.18, pp.363 - 369, 2016-08 |
| Recent advancements in robust optimization for investment management Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., ANNALS OF OPERATIONS RESEARCH, v.266, no.1-2, pp.183 - 198, 2018-07 |
| Recent Developments in Robust Portfolios with a Worst-Case Approach Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, v.161, no.1, pp.103 - 121, 2014-04 |
| Recent Research Trend with High Frequency Financial Data, and a Proposal for New Research Platform Kim, Woo Chang, KORMS Conference, KORMS, 2013-11-02 |
| Recent Trends and Perspectives on the Korean Asset Management Industry Kim, Jang Ho; Lee, Yongjae; Bae, Jaekyu; Kim, Woo Chang, JOURNAL OF PORTFOLIO MANAGEMENT, v.47, no.7, pp.172 - 183, 2021-07 |
| Robust Factor-Based Investing Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., JOURNAL OF PORTFOLIO MANAGEMENT, v.43, no.5, pp.157 - 164, 2017 |
| Robust portfolios that do not tilt factor exposure Kim, Woo Chang; Kim, Min Jeong; Kim, Jang Ho; Fabozzi, Frank J., EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.234, no.2, pp.411 - 421, 2014-04 |
| Robustness in Portfolio Optimization Kim, Jang Ho; Kim, Woo Chang; Lee, Yongjae; Choi, Bong-Geun; Fabozzi, Frank J., JOURNAL OF PORTFOLIO MANAGEMENT, v.49, no.9, pp.140 - 159, 2023 |
| Scenario tree generation and stochastic programming under heston framework = 헤스톤 모형을 활용한 시나리오 트리 생성 및 추계 계획법link Chung, Gu-Hyuk; Kim, Woo Chang; et al, 한국과학기술원, 2019 |
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