Deep reinforcement learning for Goal-Based Investing

Yang Mingyu

대한산업공학회 추계학술대회 논문집

2023 .11

Portfolio Selection with Regime-Switching Portfolio Constraints

장봉규 ,  서웅기

대한산업공학회 춘계공동학술대회 논문집

2022 .06

Portfolio Optimization: An Introductory Survey Focused on Formulations

Bong-Geun Choi ,  JaeYong Lee ,  Wongyu Lee 외 1명

대한산업공학회 춘계공동학술대회 논문집

2022 .06

Robust Portfolio Optimization Using Tweet-Based Uncertainty Sets

Phuc T. H. Nguyen ,  Young Myoung Ko

대한산업공학회 춘계공동학술대회 논문집

2023 .05

Robust Equity Portfolio Performance

Jang Ho Kim ,  Woo Chang Kim ,  Do-gyun Kwon 외 2명

대한산업공학회 추계학술대회 논문집

2015 .11

Mean-Var Investment Portfolio Optimization Under Capital Asset Pricing Model (CAPM) with Nerlove Transformation: An Empirical Study Using Time Series Approach

Sukono ,  Kankan Pa ,  mikanti 외 5명

Industrial Engineering & Management Systems

2020 .09

A New Approach for Robust Mean-Variance Portfolio Selection Using Trimmed k-Means Clustering

La Gubu ,  Dedi Rosadi ,  Abdu 외 1명

Industrial Engineering & Management Systems

2021 .12

Portfolio Selection with Fuzzy Synthetic Evaluation and Genetic Algorithm based on Performance Perspectives

Mohsen Nazem Bokaei ,  Hamid Nayebpoo

Industrial Engineering & Management Systems

2017 .12

Deep portfolio Allocation & Decision Model using optimized weights

Chung Jihun ,  Jin Yeongbong ,  Chanag Woojin

대한산업공학회 춘계공동학술대회 논문집

2023 .05

GAN-MP Hybrid Heuristic Method for Non-convex Portfolio Optimization

Ye ,  in Kim ,  Daemook Kang 외 2명

대한산업공학회 춘계공동학술대회 논문집

2018 .04

An Optimal Electronic Project Portfolio under Conditions of Uncertainty and Interactions between Projects

Valentin Ya. Afanasyev ,  Vladimi ,  F. Ukolov 외 1명

Industrial Engineering & Management Systems

2021 .12

A Uniformly Distributed Random Portfolio

Woo Chang Kim ,  Yongjae Lee

대한산업공학회 춘계공동학술대회 논문집

2015 .04

ETFs Portfolio Optimization for Enhanced Indexation using Forecasting Method

소현진

대한산업공학회 추계학술대회 논문집

2015 .11

An Asset Selection Heuristic for Cardinality-constrained Portfolio Optimization

Haeun Jeon ,  Hynuglip Bae ,  Woo Chang Kim

대한산업공학회 춘계공동학술대회 논문집

2023 .05

지능형 전망모형을 결합한 로보어드바이저 알고리즘

김선웅

지능정보연구

2019 .06

전력용 변압기 자산관리를 위한 투자 최적화에 관한 연구

박기훈 ,  표수한 ,  박장현 외 1명

조명·전기설비학회논문지

2020 .05

Some Observations for Portfolio Management Applications of Modern Machine Learning Methods

Jooyoung Pa ,  k ,  Seongman Heo 외 6명

INTERNATIONAL JOURNAL of FUZZY LOGIC and INTELLIGENT SYSTEMS

2016 .03

Portfolio Selection and Management via Statistical Analysis of Economic Indicators

Je Hun Kim ,  Hong Seo Ryoo

대한산업공학회 춘계공동학술대회 논문집

2016 .04

Family of K-Means Clustering for Robust Mean-Variance Portfolio Selection: A Comparison of K-Medoids, K-Means, and Fuzzy C-Means

La Gubu ,  Edi Cahyono ,  A 외 4명

Industrial Engineering & Management Systems

2024 .09

A Comparison of the Kelly Criterion and a Mean-Variance Model to Portfolio Selection with KOSPI 200

Gyutai Kim ,  Jong-Ho Shin

Industrial Engineering & Management Systems

2017 .09