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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
Co-researchers
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    NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
    1
    Practical forecasting of risk boundaries for industrial metals and critical minerals via statistical machine

    Choi, Insu; Kim, Woo Chang, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.94, 2024-07

    2
    Optimal intertemporal liquidation of institutional investors with cash requirements and viable loans

    Lee, Dongyeol; Kim, Woo Chang, EUROPEAN JOURNAL OF FINANCE, v.30, no.6, pp.618 - 641, 2024-04

    3
    An Explainable Prediction for Dietary-Related Diseases via Language Models

    Choi, Insu; Kim, Jihye; Kim, Woo Chang, NUTRIENTS, v.16, no.5, 2024-03

    4
    Network-based exploratory data analysis and explainable three-stage deep clustering for financial customer profiling

    Choi, Insu; Koh, Woosung; Koo, Bonwoo; et al, ENGINEERING APPLICATIONS OF ARTIFICIAL INTELLIGENCE, v.128, 2024-02

    5
    Enhancing Exchange-Traded Fund Price Predictions: Insights from Information-Theoretic Networks and Node Embeddings

    Choi, Insu; Kim, Woo Chang, ENTROPY, v.26, no.1, 2024-01

    6
    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

    7
    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

    8
    Large-scale financial planning via a partially observable stochastic dual dynamic programming framework

    Lee, Jinkyu; Kwon, Do-Gyun; Lee, Yongjae; et al, QUANTITATIVE FINANCE, v.23, no.9, pp.1341 - 1360, 2023-08

    9
    Value function gradient learning for large-scale multistage stochastic programming problems

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

    10
    Tracking customer risk aversion

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

    11
    Elucidating Directed Statistical Dependencies: Investigating Global Financial Market Indices' Influence on Korean Short Selling Activities

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

    12
    Robustness in Portfolio Optimization

    Kim, Jang Ho; Kim, Woo Chang; Lee, Yongjae; et al, JOURNAL OF PORTFOLIO MANAGEMENT, v.49, no.9, pp.140 - 159, 2023

    13
    An Overview of Machine Learning for Asset Management

    Lee, Yongjae; Thompson, John R.J.; Kim, Jang Ho; et al, JOURNAL OF PORTFOLIO MANAGEMENT, v.49, no.9, pp.31 - 63, 2023

    14
    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

    15
    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

    16
    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

    17
    정보 흐름 네트워크를 활용한 국제 금융 시장 지수의 분석 및 국내 시장 지수 등락 예측

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

    18
    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 Chang, INDUSTRIAL ENGINEERING AND MANAGEMENT SYSTEMS, v.21, no.2, pp.244 - 266, 2022-06

    19
    Goal-based investing based on multi-stage robust portfolio optimization

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

    20
    Dietary Pattern Extraction Using Natural Language Processing Techniques

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