Results 1-8 of 8 (Search time: 0.004 seconds).
NO | Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date) |
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Value function gradient learning for large-scale multistage stochastic programming problems Lee, Jinkyu; Bae, Sanghyeon; Kim, Woo Chang; Lee, Yongjae, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.308, no.1, pp.321 - 335, 2023-07 | |
Tracking customer risk aversion Kong, Hyeongwoo; Yun, Wonje; Kim, Woo Chang, FINANCE RESEARCH LETTERS, v.54, 2023-06 | |
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 | |
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 | |
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 | |
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 | |
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 | |
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 |
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