Portfolio Optimization

 

저자 Oh, K.J, Kim, T.Y., Min, S. 

발표 일자 2005-02-01 

논문명 Using Genetic Algorithm to support Portfolio Optimization for Index Fund Management 

학술지 Expert Systems with Applications , 28(2), 371-379 

 

저자 Oh, K.J., Kim, T.Y., Min, S.H., Lee, H.Y. 

발표 일자 2006-04-01 

논문명 Portfolio Algorithm based on Portfolio Beta using Genetic Algorithm 

학술지 Expert Systems with Applications, 30(3), 527-534 

 

저자 Donghyun Cheonga, Young Min Kim, Hyun Woo Byun, Kyong Joo Oh, Tae Yoon Kim

발표 일자 2017-12-15

논문명 Using genetic algorithm to support clustering-based portfolio optimization by investor information

학술지 Applied Soft Computing 61 593–602

 

저자 Ahn, W.B., Ceong, D.H., Kim, Y.M., Oh, K.J.

발표 일자 2018-09-01

논문명 Developing an enhanced portfolio trading system using k-means and genetic algorithms

학술지 International Journal of Industrial Engineering, 25(5), 559-568

 

저자 Kim, J.W., Shin, S.H., Lee, H.S., Oh, K.J.

발표 일자 2019-11-30

논문명 A Machine Learning Portfolio Allocation System for IPOs in Korean Markets Using GA-Rough Set Theory

학술지 Sustainability, 11(23), 6803

 

저자 Ahn, W.B., Lee, H.S., Ryou, H.S., Oh, K.J.

발표 일자 2020-01-23

논문명 Asset Allocation Model for a Robo-Advisor Using Financial Market Instability Index and Genetic Algorithms

학술지 Sustainability, 12(3), 849