Woo Chang Kim

According to our database, Woo Chang Kim authored at least 26 papers between 2013 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

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

Insu Choi, Woo Chang Kim

Entropy, January, 2024

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

Insu Choi, Woosung Koh, Bonwoo Koo, Woo Chang Kim

Eng. Appl. Artif. Intell., 2024

ICLN: Input Convex Loss Network for Decision Focused Learning.

Haeun Jeon, Hyunglip Bae, Minsu Park, Chanyeong Kim, Woo Chang Kim

CoRR, 2024

Encoding Temporal Statistical-space Priors via Augmented Representation.

Insu Choi, Woosung Koh, Gimin Kang, Yuntae Jang, Woo Chang Kim

CoRR, 2024

Neural Marked Hawkes Process for Limit Order Book Modeling.

Guhyuk Chung, Yongjae Lee, Woo Chang Kim

Proceedings of the Advances in Knowledge Discovery and Data Mining, 2024

An Iridescent Insights of Statistical Interdependencies of Financial Markets.

Insu Choi, Woo Chang Kim

Proceedings of the IEEE International Conference on Big Data and Smart Computing, 2024

2023

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

Jinkyu Lee, Sanghyeon Bae, Woo Chang Kim, Yongjae Lee

Eur. J. Oper. Res., July, 2023

Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series.

Woosung Koh, Insu Choi, Yuntae Jang, Gimin Kang, Woo Chang Kim

CoRR, 2023

Mean-Variance Efficient Collaborative Filtering for Stock Recommendation.

Munki Chung, Yongjae Lee, Woo Chang Kim

CoRR, 2023

Transformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization.

Chanyeong Kim, Jongwoong Park, Hyunglip Bae, Woo Chang Kim

Proceedings of the International Conference on Machine Learning, 2023

Deep Value Function Networks for Large-Scale Multistage Stochastic Programs.

Hyunglip Bae, Jinkyu Lee, Woo Chang Kim, Yongjae Lee

Proceedings of the International Conference on Artificial Intelligence and Statistics, 2023

2022

Constructing a personalized recommender system for life insurance products with machine-learning techniques.

Hyeongwoo Kong, Wonje Yun, Weonyoung Joo, Ju-Hyun Kim, Kyoung-Kuk Kim, Il-Chul Moon, Woo Chang Kim

Intell. Syst. Account. Finance Manag., 2022

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

Jang Ho Kim, Yongjae Lee, Woo Chang Kim, Frank J. Fabozzi

Ann. Oper. Res., 2022

Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach.

Guhyuk Chung, Munki Chung, Yongjae Lee, Woo Chang Kim

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

2021

Detecting and Analyzing Politically-Themed Stocks Using Text Mining Techniques and Transfer Entropy - Focus on the Republic of Korea's Case.

Insu Choi, Woo Chang Kim

Entropy, 2021

Sparse factor model based on trend filtering.

Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi

Ann. Oper. Res., 2021

2020

Sparse and robust portfolio selection via semi-definite relaxation.

Yongjae Lee, Min Jeong Kim, Jang Ho Kim, Ju Ri Jang, Woo Chang Kim

J. Oper. Res. Soc., 2020

Stochastic Volatility and Early Warning Indicator.

Guseon Ji, Hyeongwoo Kong, Woo Chang Kim, Kwangwon Ahn

Proceedings of the Computational Science - ICCS 2020, 2020

2019

Information Flow between Bitcoin and Other Investment Assets.

Sung Min Jang, Eojin Yi, Woo Chang Kim, Kwangwon Ahn

Entropy, 2019

2018

Robust equity portfolio performance.

Jang Ho Kim, Woo Chang Kim, Do-Gyun Kwon, Frank J. Fabozzi

Ann. Oper. Res., 2018

Recent advancements in robust optimization for investment management.

Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi

Ann. Oper. Res., 2018

2016

Sparse tangent portfolio selection via semi-definite relaxation.

Min Jeong Kim, Yongjae Lee, Jang Ho Kim, Woo Chang Kim

Oper. Res. Lett., 2016

2014

Recent Developments in Robust Portfolios with a Worst-Case Approach.

Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi

J. Optim. Theory Appl., 2014

Robust portfolios that do not tilt factor exposure.

Woo Chang Kim, Min Jeong Kim, Jang Ho Kim, Frank J. Fabozzi

Eur. J. Oper. Res., 2014

Dynamic asset allocation for varied financial markets under regime switching framework.

Geum Il Bae, Woo Chang Kim, John M. Mulvey

Eur. J. Oper. Res., 2014

2013

What do robust equity portfolio models really do?

Woo Chang Kim, Jang Ho Kim, So Hyoung Ahn, Frank J. Fabozzi

Ann. Oper. Res., 2013