Woo Chang Kim

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 23

Top Topics

Recent Developments

Financial Markets

Portfolio Selection

Reinforcement Learning

Top Venues

Ann. Oper. Res.

Eur. J. Oper. Res.

Publications

Haeun Jeon, Hyunglip Bae, Minsu Park, Chanyeong Kim, Woo Chang Kim
ICLN: Input Convex Loss Network for Decision Focused Learning. CoRR (2024)
Guhyuk Chung, Yongjae Lee, Woo Chang Kim
Neural Marked Hawkes Process for Limit Order Book Modeling. PAKDD (3) (2024)
Insu Choi, Woosung Koh, Bonwoo Koo, Woo Chang Kim
Network-based exploratory data analysis and explainable three-stage deep clustering for financial customer profiling. Eng. Appl. Artif. Intell. 128 (2024)
Insu Choi, Woosung Koh, Gimin Kang, Yuntae Jang, Woo Chang Kim
Encoding Temporal Statistical-space Priors via Augmented Representation. CoRR (2024)
Insu Choi, Woo Chang Kim
Enhancing Exchange-Traded Fund Price Predictions: Insights from Information-Theoretic Networks and Node Embeddings. Entropy 26 (1) (2024)
Chanyeong Kim, Jongwoong Park, Hyunglip Bae, Woo Chang Kim
Transformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization. CoRR (2024)
Insu Choi, Woo Chang Kim
An Iridescent Insights of Statistical Interdependencies of Financial Markets. BigComp (2024)
Jinkyu Lee, Sanghyeon Bae, Woo Chang Kim, Yongjae Lee
Value function gradient learning for large-scale multistage stochastic programming problems. Eur. J. Oper. Res. 308 (1) (2023)
Woosung Koh, Insu Choi, Yuntae Jang, Gimin Kang, Woo Chang Kim
Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series. CoRR (2023)
Munki Chung, Yongjae Lee, Woo Chang Kim
Mean-Variance Efficient Collaborative Filtering for Stock Recommendation. CoRR (2023)
Hyunglip Bae, Jinkyu Lee, Woo Chang Kim, Yongjae Lee
Deep Value Function Networks for Large-Scale Multistage Stochastic Programs. AISTATS (2023)
Chanyeong Kim, Jongwoong Park, Hyunglip Bae, Woo Chang Kim
Transformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization. ICML (2023)
Guhyuk Chung, Munki Chung, Yongjae Lee, Woo Chang Kim
Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach. ICAIF (2022)
Hyeongwoo Kong, Wonje Yun, Weonyoung Joo, Ju-Hyun Kim, Kyoung-Kuk Kim, Il-Chul Moon, Woo Chang Kim
Constructing a personalized recommender system for life insurance products with machine-learning techniques. Intell. Syst. Account. Finance Manag. 29 (4) (2022)
Jang Ho Kim, Yongjae Lee, Woo Chang Kim, Frank J. Fabozzi
Goal-based investing based on multi-stage robust portfolio optimization. Ann. Oper. Res. 313 (2) (2022)
Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi
Sparse factor model based on trend filtering. Ann. Oper. Res. 306 (1) (2021)
Insu Choi, Woo Chang Kim
Detecting and Analyzing Politically-Themed Stocks Using Text Mining Techniques and Transfer Entropy - Focus on the Republic of Korea's Case. Entropy 23 (6) (2021)
Guseon Ji, Hyeongwoo Kong, Woo Chang Kim, Kwangwon Ahn
Stochastic Volatility and Early Warning Indicator. ICCS (1) (2020)
Yongjae Lee, Min Jeong Kim, Jang Ho Kim, Ju Ri Jang, Woo Chang Kim
Sparse and robust portfolio selection via semi-definite relaxation. J. Oper. Res. Soc. 71 (5) (2020)
Sung Min Jang, Eojin Yi, Woo Chang Kim, Kwangwon Ahn
Information Flow between Bitcoin and Other Investment Assets. Entropy 21 (11) (2019)
Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi
Recent advancements in robust optimization for investment management. Ann. Oper. Res. 266 (1-2) (2018)
Jang Ho Kim, Woo Chang Kim, Do-Gyun Kwon, Frank J. Fabozzi
Robust equity portfolio performance. Ann. Oper. Res. 266 (1-2) (2018)
Min Jeong Kim, Yongjae Lee, Jang Ho Kim, Woo Chang Kim
Sparse tangent portfolio selection via semi-definite relaxation. Oper. Res. Lett. 44 (4) (2016)
Woo Chang Kim, Min Jeong Kim, Jang Ho Kim, Frank J. Fabozzi
Robust portfolios that do not tilt factor exposure. Eur. J. Oper. Res. 234 (2) (2014)
Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi
Recent Developments in Robust Portfolios with a Worst-Case Approach. J. Optim. Theory Appl. 161 (1) (2014)
Geum Il Bae, Woo Chang Kim, John M. Mulvey
Dynamic asset allocation for varied financial markets under regime switching framework. Eur. J. Oper. Res. 234 (2) (2014)
Woo Chang Kim, Jang Ho Kim, So Hyoung Ahn, Frank J. Fabozzi
What do robust equity portfolio models really do? Ann. Oper. Res. 205 (1) (2013)