Woo Chang Kim

42 papers A* 2A 1Journal 31Unranked 8
YearRankTypeTitle / Venue / Authors
2026 J jnl
Navigating the Flow: Unveiling Directional Information Transfer in Commodity Markets With Transfer Entropy and Moving Window Analysis.
Complex.
Insu Choi, Woo Chang Kim
2025 J jnl
Contextual Scenario Generation for Two-Stage Stochastic Programming.
CoRR
David Islip, Roy H. Kwon, Sanghyeon Bae, Woo Chang Kim
2025 J jnl
Deciphering the Impact of COVID-19 on Korean Sector ETFs: Insights from an ARIMAX and Granger Causality.
Syst.
Insu Choi, Tae Kyoung Lee, Sungsu Park, Kyeong Soo Shin, Suin Lee, Woo Chang Kim
2025 J jnl
Enhancing mean-variance portfolio optimization through GANs-based anomaly detection.
Ann. Oper. Res.
Jang Ho Kim, Seyoung Kim, Yongjae Lee, Woo Chang Kim, Frank J. Fabozzi
2025 — conf
From Constituents to Index: Interpretable Price Movement Prediction via Cross-Asset Order Flow.
ICAIF
Sungho Lee, Sukmin Hwang, Chanyeong Kim, Mingyu Yang, Yongjae Lee, Woo Chang Kim
2025 J jnl
Grand challenges in industrial and systems engineering.
Int. J. Prod. Res.
Waldemar Karwowski, Gavriel Salvendy, Laura A. Albert, Woo Chang Kim, Brian Denton, Maged Dessouky, Alexandre Dolgui, Vincent G. Duffy, Soundar R. T. Kumara, Jingshan Li, Azad M. Madni, Leon McGinnis, William Rouse, Jeff S. Shamma, Max Shen, David Simchi-Levi, Julie L. Swann, Manoj Kumar Tiwari
2025 J jnl
Improving data efficiency for analyzing global exchange rate fluctuations based on nonlinear causal network-based clustering.
Ann. Oper. Res.
Insu Choi, Wonje Yun, Woo Chang Kim
2025 A* conf
Locally Convex Global Loss Network for Decision-Focused Learning.
AAAI
Haeun Jeon, Hyunglip Bae, Minsu Park, Chanyeong Kim, Woo Chang Kim
2025 — conf
Mean Variance Efficient Collaborative Filtering for Stock Recommendations.
ICAIF
Munki Chung, JunHyeong Lee, Yongjae Lee, Woo Chang Kim
2025 J jnl
Predicting Mobile Payment Behavior Through Explainable Machine Learning and Application Usage Analysis.
J. Theor. Appl. Electron. Commer. Res.
Myounggu Lee, Insu Choi, Woo Chang Kim
2025 J jnl
Prediction Loss Guided Decision-Focused Learning.
CoRR
Haeun Jeon, Hyunglip Bae, Chanyeong Kim, Yongjae Lee, Woo Chang Kim
2025 — conf
Shock-Biased Attention: Enhancing Transformer Hawkes Processes with Amplitude-Driven Temporal Kernels.
ICAIF
Sukmin Hwang, Sungho Lee, Chanyeong Kim, Yongjae Lee, Woo Chang Kim
2025 J jnl
Symmetry-Aware Graph Neural Approaches for Data-Efficient Return Prediction in International Financial Market Indices.
Symmetry
Tae Kyoung Lee, Insu Choi, Woo Chang Kim
2024 — conf
An Iridescent Insights of Statistical Interdependencies of Financial Markets.
BigComp
Insu Choi, Woo Chang Kim
2024 — conf
Encoding Temporal Statistical-space Priors via Augmented Representation under Data Scarcity.
STRL@IJCAI
Insu Choi, Woosung Koh, Gimin Kang, Yuntae Jang, Woo Chang Kim
2024 J jnl
Encoding Temporal Statistical-space Priors via Augmented Representation.
CoRR
Insu Choi, Woosung Koh, Gimin Kang, Yuntae Jang, Woo Chang Kim
2024 J jnl
Enhancing Exchange-Traded Fund Price Predictions: Insights from Information-Theoretic Networks and Node Embeddings.
Entropy
Insu Choi, Woo Chang Kim
2024 J jnl
ICLN: Input Convex Loss Network for Decision Focused Learning.
CoRR
Haeun Jeon, Hyunglip Bae, Minsu Park, Chanyeong Kim, Woo Chang Kim
2024 J jnl
Network-based exploratory data analysis and explainable three-stage deep clustering for financial customer profiling.
Eng. Appl. Artif. Intell.
Insu Choi, Woosung Koh, Bonwoo Koo, Woo Chang Kim
2024 — conf
Neural Marked Hawkes Process for Limit Order Book Modeling.
PAKDD (3)
Guhyuk Chung, Yongjae Lee, Woo Chang Kim
2024 J jnl
Transformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization.
CoRR
Chanyeong Kim, Jongwoong Park, Hyunglip Bae, Woo Chang Kim
2024 J jnl
Unlocking ETF price forecasting: Exploring the interconnections with statistical dependence-based graphs and xAI techniques.
Knowl. Based Syst.
Insu Choi, Woo Chang Kim
2023 J jnl
Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series.
CoRR
Woosung Koh, Insu Choi, Yuntae Jang, Gimin Kang, Woo Chang Kim
2023 A conf
Deep Value Function Networks for Large-Scale Multistage Stochastic Programs.
AISTATS
Hyunglip Bae, Jinkyu Lee, Woo Chang Kim, Yongjae Lee
2023 J jnl
Mean-Variance Efficient Collaborative Filtering for Stock Recommendation.
CoRR
Munki Chung, Yongjae Lee, Woo Chang Kim
2023 A* conf
Transformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization.
ICML
Chanyeong Kim, Jongwoong Park, Hyunglip Bae, Woo Chang Kim
2023 J jnl
Value function gradient learning for large-scale multistage stochastic programming problems.
Eur. J. Oper. Res.
Jinkyu Lee, Sanghyeon Bae, Woo Chang Kim, Yongjae Lee
2022 J jnl
Constructing a personalized recommender system for life insurance products with machine-learning techniques.
Intell. Syst. Account. Finance Manag.
Hyeongwoo Kong, Wonje Yun, Weonyoung Joo, Ju-Hyun Kim, Kyoung-Kuk Kim, Il-Chul Moon, Woo Chang Kim
2022 J jnl
Goal-based investing based on multi-stage robust portfolio optimization.
Ann. Oper. Res.
Jang Ho Kim, Yongjae Lee, Woo Chang Kim, Frank J. Fabozzi
2022 — conf
Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach.
ICAIF
Guhyuk Chung, Munki Chung, Yongjae Lee, Woo Chang Kim
2021 J jnl
Detecting and Analyzing Politically-Themed Stocks Using Text Mining Techniques and Transfer Entropy - Focus on the Republic of Korea's Case.
Entropy
Insu Choi, Woo Chang Kim
2021 J jnl
Sparse factor model based on trend filtering.
Ann. Oper. Res.
Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi
2020 J jnl
Sparse and robust portfolio selection via semi-definite relaxation.
J. Oper. Res. Soc.
Yongjae Lee, Min Jeong Kim, Jang Ho Kim, Ju Ri Jang, Woo Chang Kim
2020 — conf
Stochastic Volatility and Early Warning Indicator.
ICCS (1)
Guseon Ji, Hyeongwoo Kong, Woo Chang Kim, Kwangwon Ahn
2019 J jnl
Information Flow between Bitcoin and Other Investment Assets.
Entropy
Sung Min Jang, Eojin Yi, Woo Chang Kim, Kwangwon Ahn
2018 J jnl
Recent advancements in robust optimization for investment management.
Ann. Oper. Res.
Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi
2018 J jnl
Robust equity portfolio performance.
Ann. Oper. Res.
Jang Ho Kim, Woo Chang Kim, Do-Gyun Kwon, Frank J. Fabozzi
2016 J jnl
Sparse tangent portfolio selection via semi-definite relaxation.
Oper. Res. Lett.
Min Jeong Kim, Yongjae Lee, Jang Ho Kim, Woo Chang Kim
2014 J jnl
Dynamic asset allocation for varied financial markets under regime switching framework.
Eur. J. Oper. Res.
Geum Il Bae, Woo Chang Kim, John M. Mulvey
2014 J jnl
Recent Developments in Robust Portfolios with a Worst-Case Approach.
J. Optim. Theory Appl.
Jang Ho Kim, Woo Chang Kim, Frank J. Fabozzi
2014 J jnl
Robust portfolios that do not tilt factor exposure.
Eur. J. Oper. Res.
Woo Chang Kim, Min Jeong Kim, Jang Ho Kim, Frank J. Fabozzi
2013 J jnl
What do robust equity portfolio models really do?
Ann. Oper. Res.
Woo Chang Kim, Jang Ho Kim, So Hyoung Ahn, Frank J. Fabozzi