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Kim, Woo Chang (김우창)
교수, (산업및시스템공학과)

http://felab.kaist.ac.kr/

Research Area
Financial engineering, Pension plan management, Investment management; Portfolio management
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    NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
    1
    Value function gradient learning for large-scale multistage stochastic programming problems

    Lee, Jinkyu; Bae, Sanghyeon; Kim, Woo Changresearcher; et al, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.308, no.1, pp.321 - 335, 2023-07

    2
    Elucidating Directed Statistical Dependencies: Investigating Global Financial Market Indices' Influence on Korean Short Selling Activities

    Choi, Insu; Lee, Myounggu; Kim, Hyejinresearcher; et al, PACIFIC-BASIN FINANCE JOURNAL, v.79, 2023-06

    3
    Tracking customer risk aversion

    Kong, Hyeongwoo; Yun, Wonje; Kim, Woo Changresearcher, FINANCE RESEARCH LETTERS, v.54, 2023-06

    4
    미국 ETF 시장의 암호화폐 지수 도입 가능성: 시스템 리스크와 포트폴리오 이론의 관점에서

    김민석; 이도영; 임우상; et al, 대한산업공학회지, v.48, no.5, pp.509 - 518, 2022-10

    5
    The effects of errors in means, variances, and correlations on the mean-variance framework

    Chung, Munki; Lee, Yongjae; Kim, Jangho; et al, QUANTITATIVE FINANCE, v.22, no.10, pp.1893 - 1903, 2022-10

    6
    Constructing a personalized recommender system for life Insurance products with machine learning techniques

    Kong, Hyeongwoo; Yun, Wonje; Joo, Weonyoung; et al, INTELLIGENT SYSTEMS IN ACCOUNTING FINANCE & MANAGEMENT, v.29, no.4, pp.242 - 253, 2022-10

    7
    정보 흐름 네트워크를 활용한 국제 금융 시장 지수의 분석 및 국내 시장 지수 등락 예측

    최인수; 김우창researcher, 대한산업공학회지, v.48, no.4, pp.340 - 354, 2022-08

    8
    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 Changresearcher, INDUSTRIAL ENGINEERING AND MANAGEMENT SYSTEMS, v.21, no.2, pp.244 - 266, 2022-06

    9
    Goal-based investing based on multi-stage robust portfolio optimization

    Kim, Jang Ho; Lee, Yongjae; Kim, Woo Changresearcher; et al, ANNALS OF OPERATIONS RESEARCH, v.313, no.2, pp.1141 - 1158, 2022-06

    10
    Dietary Pattern Extraction Using Natural Language Processing Techniques

    Choi, Insu; Kim, Jihye; Kim, Woo Changresearcher, FRONTIERS IN NUTRITION, v.9, 2022-03

    11
    Sparse factor model based on trend filtering

    Kim, Jang Ho; Kim, Woo Changresearcher; Fabozzi, Frank J., ANNALS OF OPERATIONS RESEARCH, v.306, no.1-2, pp.321 - 342, 2021-11

    12
    Recent Trends and Perspectives on the Korean Asset Management Industry

    Kim, Jang Ho; Lee, Yongjae; Bae, Jaekyu; et al, JOURNAL OF PORTFOLIO MANAGEMENT, v.47, no.7, pp.172 - 183, 2021-07

    13
    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 Changresearcher, ENTROPY, v.23, no.6, 2021-06

    14
    Cost of shareholder engagement by institutional investors under short-swing profit rule

    Lee, Dongyeol; Kim, Woo Changresearcher, FINANCE RESEARCH LETTERS, v.40, 2021-05

    15
    Mean-Variance Optimization for Asset Allocation

    Kim, Jang Ho; Lee, Yongjae; Kim, Woo Changresearcher; et al, JOURNAL OF PORTFOLIO MANAGEMENT, v.47, no.5, pp.24 - 40, 2021-05

    16
    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 Changresearcher, SUSTAINABILITY, v.13, no.1, pp.401, 2021-01

    17
    Achieving Portfolio Diversification for Individuals with Low Financial Sustainability

    Lee, Yongjae; Kim, Woo Changresearcher; Kim, Jang Ho, SUSTAINABILITY, v.12, no.17, 2020-09

    18
    도서 정보 및 도서 리뷰 데이터를 활용한독서 수준 기반의 추천 모형 개발

    최인수; 박수견; 조영환; et al, 대한산업공학회지, v.46, no.3, pp.179 - 189, 2020-06

    19
    Sparse and robust portfolio selection via semi-definite relaxation

    Lee, Yongjae; Kim, Min Jeong; Kim, Jang Ho; et al, JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, v.71, no.5, pp.687 - 699, 2020-05

    20
    Personalized goal-based investing via multi-stage stochastic goal programming

    Kim, Woo Changresearcher; Kwon, Do-Gyun; Lee, Yongjae; et al, QUANTITATIVE FINANCE, v.20, no.3, pp.515 - 526, 2020-03
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