Kyong Joo Oh

Orcid: 0000-0002-6140-5592

According to our database1, Kyong Joo Oh authored at least 42 papers between 2001 and 2023.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of five.

Timeline

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Bibliography

2023
Combining CNN and Grad-CAM for profitability and explainability of investment strategy: Application to the KOSPI 200 futures.
Expert Syst. Appl., September, 2023

2022
Neural network foreign exchange trading system using CCS-IRS basis: Empirical evidence from Korea.
Expert Syst. Appl., 2022

2017
An intelligent hybrid trading system for discovering trading rules for the futures market using rough sets and genetic algorithms.
Appl. Soft Comput., 2017

Using genetic algorithm to support clustering-based portfolio optimization by investor information.
Appl. Soft Comput., 2017

2015
Intelligent stock market instability index: Application to the Korean stock market.
Intell. Data Anal., 2015

Using a principal component analysis for multi-currencies-trading in the foreign exchange market.
Intell. Data Anal., 2015

A new methodology for carbon price forecasting in EU ETS.
Expert Syst. J. Knowl. Eng., 2015

2012
How many reference patterns can improve profitability for real-time trading in futures market?
Expert Syst. Appl., 2012

Using AHP to determine intangible priority factors for technology transfer adoption.
Expert Syst. Appl., 2012

Applying option Greeks to directional forecasting of implied volatility in the options market: An intelligent approach.
Expert Syst. Appl., 2012

Using ridge regression with genetic algorithm to enhance real estate appraisal forecasting.
Expert Syst. Appl., 2012

Bayesian forecaster using class-based optimization.
Appl. Intell., 2012

2011
Using decision tree to develop a soil ecological quality assessment system for planning sustainable construction.
Expert Syst. Appl., 2011

Usefulness of support vector machine to develop an early warning system for financial crisis.
Expert Syst. Appl., 2011

Facilitating cross-selling in a mobile telecom market to develop customer classification model based on hybrid data mining techniques.
Expert Syst. Appl., 2011

Corrigendum to "A novel customer scoring model to encourage the use of mobile value added services" [Expert Systems with Applications 38 (2011) 11693-11700].
Expert Syst. Appl., 2011

A novel customer scoring model to encourage the use of mobile value added services.
Expert Syst. Appl., 2011

Lag-<i>ℓ</i> forecasting and machine-learning algorithms.
Expert Syst. J. Knowl. Eng., 2011

2010
Using rough set to support investment strategies of real-time trading in futures market.
Appl. Intell., 2010

Using Hybrid Data Mining Techniques for Facilitating Cross-Selling of a Mobile Telecom Market to Develop Customer Classification Model.
Proceedings of the 43rd Hawaii International International Conference on Systems Science (HICSS-43 2010), 2010

2009
Stock market stability index: An intelligent approach.
Intell. Data Anal., 2009

Intelligent forecasting for financial time series subject to structural changes.
Intell. Data Anal., 2009

An early warning system for global institutional investors at emerging stock markets based on machine learning forecasting.
Expert Syst. Appl., 2009

Context-aware mobile service for routing the fastest subway path.
Expert Syst. Appl., 2009

An early warning system for financial crisis using a stock market instability index.
Expert Syst. J. Knowl. Eng., 2009

Using Rough Set to Support Investment Strategies of Rule-Based Trading with Real-Time Data in Futures Market.
Proceedings of the 42st Hawaii International International Conference on Systems Science (HICSS-42 2009), 2009

Machine Learning Algorithm Selection for Forecasting Behavior of Global Institutional Investors.
Proceedings of the 42st Hawaii International International Conference on Systems Science (HICSS-42 2009), 2009

2007
Financial market monitoring by case-based reasoning.
Expert Syst. Appl., 2007

2006
Portfolio algorithm based on portfolio beta using genetic algorithm.
Expert Syst. Appl., 2006

An early warning system for detection of financial crisis using financial market volatility.
Expert Syst. J. Knowl. Eng., 2006

Using Neural Networks to Tune the Fluctuation of Daily Financial Condition Indicator for Financial Crisis Forecasting.
Proceedings of the AI 2006: Advances in Artificial Intelligence, 2006

2005
Variance change point detection via artificial neural networks for data separation.
Neurocomputing, 2005

Using genetic algorithm to support portfolio optimization for index fund management.
Expert Syst. Appl., 2005

Developing Time-Based Clustering Neural Networks to Use Change-Point Detection: Application to Financial Time Series.
Asia Pac. J. Oper. Res., 2005

Using Neural Networks to Support Early Warning System for Financial Crisis Forecasting.
Proceedings of the AI 2005: Advances in Artificial Intelligence, 2005

2004
Artificial neural networks for non-stationary time series.
Neurocomputing, 2004

Usefulness of artificial neural networks for early warning system of economic crisis.
Expert Syst. Appl., 2004

2003
The collaborative filtering recommendation based on SOM cluster-indexing CBR.
Expert Syst. Appl., 2003

A Cluster-indexing CBR Model for Collaborative Filtering Recommendation.
Proceedings of the Seventh Pacific Asia Conference on Information Systems, 2003

2002
Piecewise nonlinear model for financial time series forecasting with artificial neural networks.
Intell. Data Anal., 2002

Analyzing stock market tick data using piecewise nonlinear model.
Expert Syst. Appl., 2002

2001
An Intelligent Clustering Forecasting System based on Change-Point Detection and Artificial Neural Networks: Application to Financial Economics.
Proceedings of the 34th Annual Hawaii International Conference on System Sciences (HICSS-34), 2001


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