AI in Finance


Author Oh, K.J., Han, I. 

Publication Date 2000-08-01 

Title Using Change-Point Detection to support Artificial Neural Networks for Interest Rates Forecasting 

Journal Expert Systems with Applications , 19(2), 105-115 


Author Oh, K.J., Han, K. 

Publication Date 2002-01-01

Title Piecewise nonlinear model for financial time series forecasting with artificial neural networks

Journal Intelligent Data Analysis, 3(2), 175-185


Author Kim, T.Y., Oh, K.J., Kim, C., Do, J.D. 

Publication Date 2004-06-01 

Title Artificial Neural Networks for Non-Stationary Time Series 

Journal Neurocomputing , 61, 439-447 


Author Oh, K.J., Roh, T.H., Moon, M.S. 

Publication Date 2005-01-01 

Title Developing Time-based Clustering Neural Networks to use Change-Point Detection: Application to Financial Time Series 

Journal Asia-Pacific Journal of Operational Research, 22(1), 51-70. 


Author Oh, K.J., Moon, M.S., Kim, T.Y. 

Publication Date 2005-10-01 

Title Variance Change Point Detection via Artificial Neural Networks for Data Separation 

Journal Neurocomputing, 68, 239-250 


Author Ahn, J.J., Lee, S.J., Oh, K.J., Kim, T.Y. 

Publication Date 2009-01-01 

Title Intelligent Forecasting for Financial Time Series subject to Structural Changes 

Journal Intelligent Data Analysis, 13(1), 151-163 


Author Ahn, J.J., Byun, H.W., Oh, K.J., Kim, T.Y. 

Publication Date 2012-07-01 

Title Using Ridge Regression with Genetic Algorithm to Enhance Real Estate Appraisal Forecasting 

Journal Expert Systems with Applications, 39(9), 8369-8379 


Author Ahn, J.J., Kim, D.H., Oh, K.J., Kim, T.Y. 

Publication Date 2012-08-01 

Title Applying Option Greeks to Directional Forecasting of Implied Volatility in the Options Market: An Intelligent Approach 

Journal Expert Systems with Applications, 39(10), 9315-9322 


Author Han, S.K., Ahn, J.J., Oh, K.J., Kim, T.Y. 

Publication Date 2015-04-01 

Title A New Methodology for Carbon Price Forecasting in EU-ETS 

Journal Expert Systems 32(2), 228-243