| 2023-11 |
Prediction of Bank Outstanding Customers Churn by Panel Data Size |
Quantitative Bio-Science
|
| 2023-09 |
Combining CNN and Grad-CAM for profitability and explainability of investment strategy: Application to the KOSPI 200 futures |
Expert Systems with Applications
|
| 2022-11 |
Neural network foreign exchange trading system using CCS-IRS basis: Empirical evidence from Korea |
EXPERT SYSTEMS WITH APPLICATIONS
|
| 2021-12 |
국고채, 금리 스왑 그리고 통화 스왑 가격에 기반한 외환시장 환율예측 연구: 인공지능 활용의 실증적 증거 |
지식경영연구
|
| 2021-12 |
코로나19 이후 ESG 투자 전략 평가: ESG 인덱스 성과를 중심으로 |
지식경영연구
|
| 2021-11 |
Machine Learning Algorithms for Predicting the Returns of IPO Companies |
Quantitative Bio-Science
|
| 2021-11 |
Prediction of the Change Points in Stock Markets Using DAE-LSTM |
Sustainability
|
| 2021-11 |
Prediction of Bidding Rate of Residential Auction Items using Model Stacking |
Quantitative Bio-Science
|
| 2021-06 |
국내 프롭테크 기업의 발전방향에 대한 연구: 부동산 플랫폼 정보제공 기능을 중심으로 |
지식경영연구
|
| 2021-05 |
Using Machine Learning Algorithms to Forecast the Optimal Bidding Rate in Apartment Auctions |
Quantitative Bio-Science
|
| 2021-05 |
An Investment Strategy to Integrate the KOSDAQ150 Index and Bitcoin Using the Rough Set Theory |
Quantitative Bio-Science
|
| 2021-03 |
Multi Strategy 운용 체계 금융 투자 사례연구: E증권사 Prop Trading을 중심으로 |
지식경영연구
|
| 2021-02 |
Using a genetic algorithm to build a volume weighted average price model in a stock market |
SUSTAINABILITY
|
| 2020-11 |
KOSPI200 Index Prediction Using Sequence-to-Sequence based on Denoising Filter and Attention Mechanism |
Quantitative Bio-Science
|
| 2020-11 |
Forecasting the KOSPI 200 Stock Index Based on LSTM Autoencoder |
Quantitative Bio-Science
|
| 2020-09 |
Momentum Investment Strategy Using a Hidden Markov Model |
SUSTAINABILITY
|
| 2020-09 |
P2P 플랫폼에서의 대출자 신용분석 사례연구: 8퍼센트, 렌딧, 어니스트 펀드 |
지식경영연구
|
| 2020-05 |
Using Change-Point Detection to Identify Structural Changes in Stock Market: Application to Russell 2000 |
Quantitative Bio-Science
|
| 2020-05 |
KOSPI200 Prediction through Low-Pass Filtered Long Short-Term Memory Algorithm |
Quantitative Bio-Science
|
| 2020-05 |
인공지능 (AI)을 활용한 공모주 투자여부 및기준 수익률 달성 여부 예측 모델 |
한국데이터정보과학회지
|
| 2020-04 |
Developing a Forecasting Model for Real Estate Auction Prices Using Artificial Intelligence |
SUSTAINABILITY
|
| 2020-04 |
Yield curve risks in currency carry forwards |
JOURNAL OF FUTURES MARKETS
|
| 2020-02 |
Asset Allocation Model for a Robo-Advisor Using the Financial Market Instability Index and Genetic Algorithms |
SUSTAINABILITY
|
| 2019-12 |
A Machine Learning Portfolio Allocation System for IPOs in Korean Markets Using GA-Rough Set Theory |
SUSTAINABILITY
|
| 2019-11 |
Segmentation Strategy for Asset Groups in the Korean Exchange-Traded Funds Market Using Genetic Algorithm |
Quantitative Bio-Science
|
| 2019-08 |
Using Genetic Algorithms to Develop a Dynamic Guaranteed Option Hedge System |
SUSTAINABILITY
|
| 2019-05 |
디노이징 필터와 LSTM을 활용한 KOSPI200 선물지수 예측 |
한국데이터정보과학회지
|
| 2019-03 |
유전자 알고리즘을 활용한 군집화 기반 펀드투자 전략 |
한국데이터정보과학회지
|
| 2019-03 |
한국 국채 선물 시장에서 러프 집합 이론을 기반으로 한 투자 전략의 최적화 |
한국데이터정보과학회지
|
| 2019-01 |
은닉 마르코프 모델 (HMM)과 유전자 알고리즘 (GA)를 이용한 자산배분전략 제안 |
한국데이터정보과학회지
|
| 2018-12 |
Pattern Matching Trading System Based on the Dynamic Time Warping Algorithm |
SUSTAINABILITY
|
| 2018-09 |
Developing an enhanced portfolio trading system using K-means and genetic algorithms |
International Journal of Industrial Engineering : Theory Applications and Practice
|
| 2018-04 |
매매시점 파악을 위한 유전자 알고리즘 기반 스코어링 모델 |
한국데이터정보과학회지
|
| 2018-03 |
로보 어드바이저를 활용한 B2C 투자자문 서비스 연구: 앤드비욘드 투자자문 사례 |
지식경영연구
|
| 2017-11 |
재무비율을 활용한 포트폴리오 최적화 전략 |
한국데이터정보과학회지
|
| 2017-11 |
An Investment Strategy Using Genetic Algorithm to Maximize Downside Risk-Adjusted Returns for Long-Term Investors |
Quantitative Bio-Science
|
| 2017-08 |
Using genetic algorithm to support clustering-based portfolio optimization by investor information |
APPLIED SOFT COMPUTING
|
| 2017-07 |
DTW를 이용한 패턴 기반 일중 price momentum 효과 분석 |
한국데이터정보과학회지
|
| 2017-06 |
An intelligent hybrid trading system for discovering trading rules forthe futures market using rough sets and genetic algorithms |
APPLIED SOFT COMPUTING
|
| 2017-03 |
부동산 경매 낙찰가율 시계열의 Chaos 분석 |
한국데이터정보과학회지
|
| 2016-05 |
Decision tree-based data mining and rule induction for identifying hydrogeological parameters that influence groundwater pollution sensitivity |
JOURNAL OF CLEANER PRODUCTION
|
| 2015-11 |
퍼지신경망 모형을 이용한 헤지펀드의 생존여부 예측 |
한국데이터정보과학회지
|
| 2015-06 |
Intelligent stock market instability index: Application to the Korean stock market |
INTELLIGENT DATA ANALYSIS
|
| 2015-05 |
Using a principal component analysis for multi-currencies-trading in the foreign exchange market |
INTELLIGENT DATA ANALYSIS
|
| 2015-04 |
A new methodology for carbon price forecasting in EU ETS |
EXPERT SYSTEMS
|
| 2014-09 |
The prioritization and verification of IT emerging technologies using an analytic hierarchy process and cluster analysis |
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE
|
| 2014-03 |
선물시장에서 러프집합 기반의 유전자 알고리즘을 이용한 최적화 거래전략 개발 |
한국데이터정보과학회지
|
| 2014-01 |
군집분석과 유전자 알고리즘을 활용한 투자자 거래정보 기반 포트폴리오 투자전략 |
한국데이터정보과학회지
|
| 2013-03 |
거래량 지표를 이용한 코스피200 선물 매매 전략 |
한국데이터정보과학회지
|
| 2013-03 |
외국인 투자자의 비정상적 중·장기매도성향패턴예측을 위한 지능형 조기경보시스템 구축 |
한국데이터정보과학회지
|
| 2013-01 |
러프집합을 활용한 KOSPI200 옵션시장의 변동성 회귀 전략 |
한국데이터정보과학회지
|
| 2012-11 |
Using GA-Ridge regression to select hydro-geological parameters influencing groundwater pollution vulnerability |
Environmental Monitoring and Assessment
|
| 2012-09 |
러프집합을 활용한 캔들스틱 트레이딩 최적화 전략 |
한국데이터정보과학회지
|
| 2012-08 |
Applying option Greeks to directional forecasting of implied volatility in the options market: An intelligent approach |
Expert Systems with Applications
|
| 2012-07 |
Using ridge regression with genetic algorithm to enhance real estate appraisal forecasting |
Expert Systems with Applications
|
| 2012-06 |
How many reference patterns can improve profitability for real-time trading in futures market? |
Expert Systems with Applications
|
| 2012-06 |
Using AHP to determine intangible priority factors for technology transfer adoption |
Expert Systems with Applications
|
| 2012-04 |
Bayesian forecaster using class-based optimization |
APPLIED INTELLIGENCE
|
| 2012-01 |
주성분 분석과 로지스틱 회귀분석을 이용한 다국 통화 포트폴리오 전략 |
한국데이터정보과학회지
|
| 2011-09 |
A novel customer scoring model to encourage the use of mobile value added services |
Expert Systems with Applications
|
| 2011-07 |
Lag-ℓ forecasting and machine-learning algorithms |
EXPERT SYSTEMS
|
| 2011-06 |
Decision-Tree-based data mining and rule induction for predicting and mapping soil bacterial diversity |
ENVIRONMENTAL MONITORING AND ASSESSMENT
|
| 2011-05 |
Facilitating cross-selling in a mobile telecom market to develop customer classification model based on hybrid data mining techniques |
Expert Systems with Applications
|
| 2011-05 |
Using decision tree to develop a soil ecological quality assessment system for planning sustainable construction |
Expert Systems with Applications
|
| 2011-04 |
Usefulness of support vector machine to develop an early warning system for financial crisis |
Expert Systems with Applications
|
| 2011-03 |
선형 및 신경망 자기회귀모형을 이용한 주식시장 불안정성지수 개발 |
한국데이터정보과학회지
|
| 2011-03 |
선물시장의 시스템트레이딩에서 동적시간와핑 알고리즘을 이용한 최적매매빈도의 탐색 및 거래전략의 개발 |
한국데이터정보과학회지
|
| 2011-01 |
러프 집합을 이용한 코스피 200 주가지수옵션 시장에서의 박스스프레드 전략 실증분석 및 거래 전략 |
한국데이터정보과학회지
|
| 2010-06 |
Using rough set to support investment strategies of real-time trading in futures market |
Applied Intelligence
|
| 2010-05 |
The dual analytic hierarchy process to prioritize emerging technologies |
Technological Forecasting and Social Change
|
| 2009-12 |
Stock market stability index: An intelligent approach |
INTELLIGENT DATA ANALYSIS
|
| 2009-11 |
변동성 지수기반 유전자 알고리즘을 활용한 계층구조 포트폴리오 최적화에 관한 연구 |
한국데이터정보과학회지
|
| 2009-11 |
코스피 200 주가지수옵션 데이터의 효율적 가공을 통한 다양한 옵션 전략들의 사후검증에 관한 연구 |
한국데이터정보과학회지
|
| 2009-09 |
A Multi-layered Prioritization Scheme for Emerging IT Technologies for Constructing a National Technology Road Map |
Journal of Information Technology Application and Management
|
| 2009-07 |
An early warning system for financial crisis using a stock market instability index |
Expert Systems
|
| 2009-06 |
Using AHP to Priority Factors Selection of Overseas Expansion |
마케팅논집(Journal Of Marketing Studies)
|
| 2009-04 |
An early warning system for global institutional investors at emerging stock markets based on machine learning forecasting |
Expert Systems With Applications
|
| 2009-03 |
Intelligent forecasting for financial time series subject to structural changes |
INTELLIGENT DATA ANALYSIS
|
| 2009-03 |
Context-aware mobile service for routing the fastest subway path |
Expert Systems With Applications
|
| 2007-04 |
Financial market monitoring by case-based reasoning |
EXPERT SYSTEMS WITH APPLICATIONS
|
| 2006-06 |
An early warning system for detection of financial crisis using financial market volatility |
EXPERT SYSTEMS
|
| 2006-04 |
Portfolio algorithm based on portfolio beta using genetic algorithm |
EXPERT SYSTEMS WITH APPLICATIONS
|
| 2006-03 |
통합적 정보자원관리를 위한 국가기반 전자기록관리시스템 참조모형 구축에 관한 연구 |
정보관리학회지
|
| 2006-03 |
이공계활성화를 위한 공학경영 교육 프로그램 개발 연구 |
공학교육연구
|
| 2005-10 |
Variance change point detection via artificial neural networks for data separation |
NEUROCOMPUTING
|
| 2005-03 |
분석적 계층기법기법을 활용한 e-Business 기업의 초기투자단계 및 성장단계별 평가모형의 개발 |
경영정보학 연구
|
| 2005-03 |
Developing time-based clustering neural networks to use change-point detection: Application to financial time series |
ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH
|
| 2005-02 |
Using genetic algorithm to support portfolio optimization for index fund management |
EXPERT SYSTEMS WITH APPLICATIONS
|
| 2005-01 |
Using neural networks to support early warning system for financial crisis forecasting |
LECTURE NOTES IN ARTIFICIAL INTELLIGENCE
|
| 2004-10 |
Artificial neural networks for non-stationary time series |
NEUROCOMPUTING
|
| 2004-10 |
Comparing Change-Point Detection Methods to detect the Korea Economic Crisis of 1997 |
한국데이터정보과학회지
|
| 2004-05 |
Usefulness of artificial neural networks for early warning system of economic crisis |
UROLOGIA INTERNATIONALIS
|
| 2003-10 |
The collaborative filtering recommendation based on SOM cluster-indexing CBR |
EXPERT SYSTEMS WITH APPLICATIONS
|
| 2003-10 |
Artificial Neural Networks for Interest Rate Forecasting based on Structural Change: A Comparative Analysis of Data Mining Classifiers |
한국데이터정보과학회지
|
| 2002-01 |
Analyzing stock market tick data using piecewise nonlinear model |
EXPERT SYSTEMS WITH APPLICATIONS
|