 | 2011 |
| 19 |  | Jae Joon Ahn,
Kyong Joo Oh,
Tae Yoon Kim,
Dong Ha Kim:
Usefulness of support vector machine to develop an early warning system for financial crisis.
Expert Syst. Appl. 38(4): 2966-2973 (2011) |
| 18 |  | Jae Joon Ahn,
Il Suh Son,
Kyong Joo Oh,
Tae Yoon Kim,
Gyu Moon Song:
Lag-ℓ forecasting and machine-learning algorithms.
Expert Systems 28(3): 269-282 (2011) |
| 2010 |
| 17 |  | Hyunchul Ahn,
Chi Woo Song,
Jae Joon Ahn,
Hyoung Yong Lee,
Tae Yoon Kim,
Kyong Joo Oh:
Using Hybrid Data Mining Techniques for Facilitating Cross-Selling of a Mobile Telecom Market to Develop Customer Classification Model.
HICSS 2010: 1-10 |
| 16 |  | Suk Jun Lee,
Jae Joon Ahn,
Kyong Joo Oh,
Tae Yoon Kim:
Using rough set to support investment strategies of real-time trading in futures market.
Appl. Intell. 32(3): 364-377 (2010) |
| 2009 |
| 15 |  | Suk Jun Lee,
Jae Joon Ahn,
Kyong Joo Oh,
Tae Yoon Kim,
Hyoung Yong Lee,
Chi Woo Song:
Using Rough Set to Support Investment Strategies of Rule-Based Trading with Real-Time Data in Futures Market.
HICSS 2009: 1-10 |
| 14 |  | Jae Joon Ahn,
Suk Jun Lee,
Kyong Joo Oh,
Tae Yoon Kim,
Hyoung Yong Lee,
Min Sik Kim:
Machine Learning Algorithm Selection for Forecasting Behavior of Global Institutional Investors.
HICSS 2009: 1-9 |
| 13 |  | Il Suh Son,
Kyong Joo Oh,
Tae Yoon Kim,
Dong Ha Kim:
An early warning system for global institutional investors at emerging stock markets based on machine learning forecasting.
Expert Syst. Appl. 36(3): 4951-4957 (2009) |
| 12 |  | Dong Ha Kim,
Suk Jun Lee,
Kyong Joo Oh,
Tae Yoon Kim:
An early warning system for financial crisis using a stock market instability index.
Expert Systems 26(3): 260-273 (2009) |
| 11 |  | Jae Joon Ahn,
Suk Jun Lee,
Kyong Joo Oh,
Tae Yoon Kim:
Intelligent forecasting for financial time series subject to structural changes.
Intell. Data Anal. 13(1): 151-163 (2009) |
| 10 |  | Il Suh Son,
Kyong Joo Oh,
Tae Yoon Kim,
Chiho Kim,
Jong-Du Do:
Stock market stability index: An intelligent approach.
Intell. Data Anal. 13(6): 983-993 (2009) |
| 9 |  | Tae Yoon Kim,
Byeong U. Park,
Myung Sang Moon,
Chiho Kim:
Using bimodal kernel for inference in nonparametric regression with correlated errors.
J. Multivariate Analysis 100(7): 1487-1497 (2009) |
| 2007 |
| 8 |  | Kyong Joo Oh,
Tae Yoon Kim:
Financial market monitoring by case-based reasoning.
Expert Syst. Appl. 32(3): 789-800 (2007) |
| 2006 |
| 7 |  | Kyong Joo Oh,
Tae Yoon Kim,
Chiho Kim,
Suk Jun Lee:
Using Neural Networks to Tune the Fluctuation of Daily Financial Condition Indicator for Financial Crisis Forecasting.
Australian Conference on Artificial Intelligence 2006: 607-616 |
| 6 |  | Kyong Joo Oh,
Tae Yoon Kim,
Sung-Hwan Min,
Hyoung Yong Lee:
Portfolio algorithm based on portfolio beta using genetic algorithm.
Expert Syst. Appl. 30(3): 527-534 (2006) |
| 2005 |
| 5 |  | Kyong Joo Oh,
Tae Yoon Kim,
Hyoung Yong Lee,
Hakbae Lee:
Using Neural Networks to Support Early Warning System for Financial Crisis Forecasting.
Australian Conference on Artificial Intelligence 2005: 284-296 |
| 4 |  | Kyong Joo Oh,
Tae Yoon Kim,
Sungky Min:
Using genetic algorithm to support portfolio optimization for index fund management.
Expert Syst. Appl. 28(2): 371-379 (2005) |
| 3 |  | Kyong Joo Oh,
Myung Sang Moon,
Tae Yoon Kim:
Variance change point detection via artificial neural networks for data separation.
Neurocomputing 68: 239-250 (2005) |
| 2004 |
| 2 |  | Tae Yoon Kim,
Kyong Joo Oh,
Insuk Sohn,
Changha Hwang:
Usefulness of artificial neural networks for early warning system of economic crisis.
Expert Syst. Appl. 26(4): 583-590 (2004) |
| 1 |  | Tae Yoon Kim,
Kyong Joo Oh,
Chiho Kim,
Jong Doo Do:
Artificial neural networks for non-stationary time series.
Neurocomputing 61: 439-447 (2004) |