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Yongjae Lee
Yongjae Lee
Associate Professor, UNIST IE & AIGS
Verified email at unist.ac.kr - Homepage
Title
Cited by
Cited by
Year
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
2402020
Concise Formulas for the Surface Area of the Intersection of Two Hyperspherical Caps
Y Lee, WC Kim
KAIST Technical Report, 2014
382014
Mean-variance optimization for asset allocation
JH Kim, Y Lee, WC Kim, FJ Fabozzi
Journal of Portfolio Management 47 (5), 24-40, 2021
372021
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
352020
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
212020
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
202022
Sparse Tangent Portfolio Selection via Semi-Definite Relaxation
MJ Kim, Y Lee, JH Kim, WC Kim
Operations Research Letters 44 (4), 540-543, 2016
202016
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
182023
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
132022
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
132014
Identifying household finance heterogeneity via deep clustering
Y Hwang, Y Lee, FJ Fabozzi
Annals of Operations Research 325 (2), 1255-1289, 2023
122023
A Uniformly Distributed Random Portfolio
WC Kim, Y Lee
Quantitative Finance 16 (2), 297-307, 2016
122016
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
112023
Achieving Portfolio Diversification for Individuals with Low Financial Sustainability
Y Lee, WC Kim, JH Kim
Sustainability 12 (17), 7073, 2020
102020
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
92023
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
82023
Robustness in Portfolio Optimization
JH Kim, WC Kim, Y Lee, BG Choi, FJ Fabozzi
Journal of Portfolio Management 49 (9), 2023
82023
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
72023
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
72023
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
72021
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Articles 1–20