| 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 | 196 | 2020 |
| Concise Formulas for the Surface Area of the Intersection of Two Hyperspherical Caps Y Lee, WC Kim KAIST Technical Report, 2014 | 37 | 2014 |
| Mean-variance optimization for asset allocation JH Kim, Y Lee, WC Kim, FJ Fabozzi Journal of Portfolio Management 47 (5), 24-40, 2021 | 31 | 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 | 30 | 2020 |
| Sparse Tangent Portfolio Selection via Semi-Definite Relaxation MJ Kim, Y Lee, JH Kim, WC Kim Operations Research Letters 44 (4), 540-543, 2016 | 19 | 2016 |
| 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 | 17 | 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 | 15 | 2022 |
| An Overview of Machine Learning for Asset Management Y Lee, JRJ Thompson, JH Kim, WC Kim, FA Fabozzi The Journal of Portfolio Management 49 (9), 31-63, 2023 | 13 | 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 | 11 | 2022 |
| A Uniformly Distributed Random Portfolio WC Kim, Y Lee Quantitative Finance 16 (2), 297-307, 2016 | 11 | 2016 |
| 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 | 11 | 2014 |
| 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 | 10 | 2023 |
| Identifying household finance heterogeneity via deep clustering Y Hwang, Y Lee, FJ Fabozzi Annals of Operations Research 325 (2), 1255-1289, 2023 | 8 | 2023 |
| Achieving Portfolio Diversification for Individuals with Low Financial Sustainability Y Lee, WC Kim, JH Kim Sustainability 12 (17), 7073, 2020 | 8 | 2020 |
| Robustness in Portfolio Optimization JH Kim, WC Kim, Y Lee, BG Choi, FJ Fabozzi Journal of Portfolio Management 49 (9), 2023 | 6 | 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 | 6 | 2021 |
| 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 | 5 | 2023 |
| Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach G Chung, M Chung, Y Lee, WC Kim Proceedings of the Third ACM International Conference on AI in Finance, 223-231, 2022 | 5 | 2022 |
| An alternative approach for portfolio performance evaluation: enabling fund evaluation relative to peer group via Malkiel’s monkey Y Lee, DG Kwon, WC Kim, FJ Fabozzi Applied Economics 50 (40), 4318-4327, 2018 | 5 | 2018 |
| 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 | 4 | 2023 |
Woo Chang KimProfessor, Industrial and Systems Engineering, KAISTVerified email at kaist.ac.kr
