Basic Enhancement Strategies When Using Bayesian Optimization for Hyperparameter Tuning of Deep Neural Networks H Cho, Y Kim, E Lee, D Choi, Y Lee, W Rhee IEEE Access 8, 52588-52608, 2020 | 240 | 2020 |
Concise Formulas for the Surface Area of the Intersection of Two Hyperspherical Caps Y Lee, WC Kim KAIST Technical Report, 2014 | 38 | 2014 |
Mean-variance optimization for asset allocation JH Kim, Y Lee, WC Kim, FJ Fabozzi Journal of Portfolio Management 47 (5), 24-40, 2021 | 37 | 2021 |
Personalized goal-based investing via multi-stage stochastic goal programming WC Kim, DG Kwon, Y Lee, JH Kim, C Lin Quantitative Finance 20 (3), 515-526, 2020 | 35 | 2020 |
Sparse and robust portfolio selection via semi-definite relaxation Y Lee, MJ Kim, JH Kim, JR Jang, W Chang Kim Journal of the Operational Research Society 71 (5), 687-699, 2020 | 21 | 2020 |
Goal-based investing based on multi-stage robust portfolio optimization JH Kim, Y Lee, WC Kim, FJ Fabozzi Annals of Operations Research 313 (2), 1141-1158, 2022 | 20 | 2022 |
Sparse Tangent Portfolio Selection via Semi-Definite Relaxation MJ Kim, Y Lee, JH Kim, WC Kim Operations Research Letters 44 (4), 540-543, 2016 | 20 | 2016 |
An Overview of Machine Learning for Asset Management Y Lee, JRJ Thompson, JH Kim, WC Kim, FA Fabozzi Journal of Portfolio Management 49 (9), 31-63, 2023 | 18 | 2023 |
The effects of errors in means, variances, and correlations on the mean-variance framework M Chung, Y Lee, JH Kim, WC Kim, FJ Fabozzi Quantitative Finance 22 (10), 1893-1903, 2022 | 13 | 2022 |
Cost of Asset Allocation in Equity Market: How Much Do Investors Lose due to Bad Asset Class Design? WC Kim, Y Lee, YH Lee Journal of Portfolio Management 41 (1), 34-44, 2014 | 13 | 2014 |
Identifying household finance heterogeneity via deep clustering Y Hwang, Y Lee, FJ Fabozzi Annals of Operations Research 325 (2), 1255-1289, 2023 | 12 | 2023 |
A Uniformly Distributed Random Portfolio WC Kim, Y Lee Quantitative Finance 16 (2), 297-307, 2016 | 12 | 2016 |
Value function gradient learning for large-scale multistage stochastic programming problems J Lee, S Bae, WC Kim, Y Lee European Journal of Operational Research 308 (1), 321-335, 2023 | 11 | 2023 |
Achieving Portfolio Diversification for Individuals with Low Financial Sustainability Y Lee, WC Kim, JH Kim Sustainability 12 (17), 7073, 2020 | 10 | 2020 |
LLMs Analyzing the Analysts: Do BERT and GPT Extract More Value from Financial Analyst Reports? S Kim, S Kim, Y Kim, J Park, S Kim, M Kim, CH Sung, J Hong, Y Lee Proceedings of the Fourth ACM International Conference on AI in Finance, 383-391, 2023 | 9 | 2023 |
Deep Value Function Networks for Large-Scale Multistage Stochastic Programs H Bae, J Lee, WC Kim, Y Lee International Conference on Artificial Intelligence and Statistics, 11267-11287, 2023 | 8 | 2023 |
Robustness in Portfolio Optimization JH Kim, WC Kim, Y Lee, BG Choi, FJ Fabozzi Journal of Portfolio Management 49 (9), 2023 | 8 | 2023 |
A GANs-Based Approach for Stock Price Anomaly Detection and Investment Risk Management S Kim, J Hong, Y Lee Proceedings of the Fourth ACM International Conference on AI in Finance, 1-9, 2023 | 7 | 2023 |
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework J Lee, DG Kwon, Y Lee, JH Kim, WC Kim Quantitative Finance 23 (9), 1341-1360, 2023 | 7 | 2023 |
Recent trends and perspectives on the Korean asset management industry JH Kim, Y Lee, J Bae, WC Kim Journal of Portfolio Management 47 (7), 248, 2021 | 7 | 2021 |