Woo Chang Kim

Orcid: 0000-0001-8385-9598

According to our database1, Woo Chang Kim authored at least 26 papers between 2013 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2024
Enhancing Exchange-Traded Fund Price Predictions: Insights from Information-Theoretic Networks and Node Embeddings.
Entropy, January, 2024

Network-based exploratory data analysis and explainable three-stage deep clustering for financial customer profiling.
Eng. Appl. Artif. Intell., 2024

ICLN: Input Convex Loss Network for Decision Focused Learning.
CoRR, 2024

Encoding Temporal Statistical-space Priors via Augmented Representation.
CoRR, 2024

Neural Marked Hawkes Process for Limit Order Book Modeling.
Proceedings of the Advances in Knowledge Discovery and Data Mining, 2024

An Iridescent Insights of Statistical Interdependencies of Financial Markets.
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.
Eur. J. Oper. Res., July, 2023

Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series.
CoRR, 2023

Mean-Variance Efficient Collaborative Filtering for Stock Recommendation.
CoRR, 2023

Transformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization.
Proceedings of the International Conference on Machine Learning, 2023

Deep Value Function Networks for Large-Scale Multistage Stochastic Programs.
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.
Intell. Syst. Account. Finance Manag., 2022

Goal-based investing based on multi-stage robust portfolio optimization.
Ann. Oper. Res., 2022

Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach.
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.
Entropy, 2021

Sparse factor model based on trend filtering.
Ann. Oper. Res., 2021

2020
Sparse and robust portfolio selection via semi-definite relaxation.
J. Oper. Res. Soc., 2020

Stochastic Volatility and Early Warning Indicator.
Proceedings of the Computational Science - ICCS 2020, 2020

2019
Information Flow between Bitcoin and Other Investment Assets.
Entropy, 2019

2018
Robust equity portfolio performance.
Ann. Oper. Res., 2018

Recent advancements in robust optimization for investment management.
Ann. Oper. Res., 2018

2016
Sparse tangent portfolio selection via semi-definite relaxation.
Oper. Res. Lett., 2016

2014
Recent Developments in Robust Portfolios with a Worst-Case Approach.
J. Optim. Theory Appl., 2014

Robust portfolios that do not tilt factor exposure.
Eur. J. Oper. Res., 2014

Dynamic asset allocation for varied financial markets under regime switching framework.
Eur. J. Oper. Res., 2014

2013
What do robust equity portfolio models really do?
Ann. Oper. Res., 2013


  Loading...