Browse "Dept. of Industrial and Systems Engineering(산업및시스템공학과)" by Subject SELECTION

Showing results 1 to 21 of 21

1
CLUSTERING HIGH DIMENSION, LOW SAMPLE SIZE DATA USING THE MAXIMAL DATA PILING DISTANCE

Ahn, Jeongyoun; Lee, Myung Hee; Yoon, Young Joo, STATISTICA SINICA, v.22, no.2, pp.443 - 464, 2012-04

2
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

3
Cooperative routing with video complexity for heterogeneous motion-level streaming

Kim, Jeongtae; Park, So Young; Suh, Hyo Won, COMPUTER COMMUNICATIONS, v.77, pp.1 - 9, 2016-03

4
Deciphering robust portfolios

Kim, Woo Chang; Kim, Jang Ho; Fabozzi, Frank J., JOURNAL OF BANKING FINANCE, v.45, pp.1 - 8, 2014-08

5
Detection of PVC by using a wavelet-based statistical ECG monitoring procedure

Jung, Yonghan; Kim, Heeyoung, BIOMEDICAL SIGNAL PROCESSING AND CONTROL, v.36, pp.176 - 182, 2017-07

6
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

7
Exact Algorithms for a Bandwidth Packing Problem with Queueing Delay Guarantees

Han, Jin-Il; Lee, Kyung-Sik; Lee, Chung-Mok; Park, Sung-Soo, INFORMS JOURNAL ON COMPUTING, v.25, no.3, pp.585 - 596, 2013

8
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

9
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

10
Grouped variable screening for ultra-high dimensional data for linear model

Qiu, Debin; Ahn, Jeongyoun, COMPUTATIONAL STATISTICS & DATA ANALYSIS, v.144, 2020-04

11
Loading algorithms for flexible manufacturing systems with partially grouped machines

Lee, DH; Kim, Yeong-Dae, IIE TRANSACTIONS, v.32, no.1, pp.33 - 47, 2000-01

12
Part-mix allocation in a hybrid manufacturing system with a flexible manufacturing cell and a conventional jobshop

Lee, DH; Kim, Yeong-Dae, INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH, v.34, no.5, pp.1347 - 1360, 1996-05

13
Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem

Jung, Sungkyu; Ahn, Jeongyoun; Jeon, Yongho, JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, v.28, no.3, pp.710 - 721, 2019-07

14
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

15
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

16
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

17
Resampling-based inferences for compositional regression with application to beef cattle microbiomes

Lee, Sujin; Jung, Sungkyu; Lourenco, Jeferson; Pringle, Dean; Ahn, Jeongyoun, STATISTICAL METHODS IN MEDICAL RESEARCH, v.32, no.1, pp.151 - 164, 2023-01

18
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

19
Scheduling algorithms for flexible manufacturing systems with partially grouped machines

Lee, DH; Kim, Yeong-Dae, JOURNAL OF MANUFACTURING SYSTEMS, v.18, no.4, pp.301 - 309, 1999

20
Sparse HDLSS discrimination with constrained data piling

Ahn, Jeongyoun; Jeon, Yongho, COMPUTATIONAL STATISTICS & DATA ANALYSIS, v.90, pp.74 - 83, 2015-10

21
What do robust equity portfolio models really do?

Kim, Woo Chang; Kim, Jang Ho; Ahn, So Hyoung; Fabozzi, Frank J., ANNALS OF OPERATIONS RESEARCH, v.205, no.1, pp.141 - 168, 2013-05

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