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Results 1-3 of 3 (Search time: 0.003 seconds).

NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
1
(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; 김우창, 한국과학기술원, 2018

2
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

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

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