Tae Yoon Kim

According to our database, Tae Yoon Kim authored at least 30 papers between 2004 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Reformulating scale-free network via strong dependency.

Tae Yoon Kim, Cheolyong Park, Jeongcheol Ha, Sun Young Hwang, Inho Park

J. Complex Networks, October, 2022

2017

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

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

Appl. Soft Comput., 2017

2016

Korean LVCSR system development for personal assistant service.

Tae Yoon Kim, Chang Woo Han, Sangha Kim, Donghoon Ahn, Seokyeong Jeong, Jaewon Lee

Proceedings of the IEEE International Conference on Consumer Electronics, 2016

2015

Intelligent stock market instability index: Application to the Korean stock market.

Young Min Kim, Sung Kwon Han, Tae Yoon Kim, Kyong Joo Oh, Zhiming Luo, Chiho Kim

Intell. Data Anal., 2015

Using a principal component analysis for multi-currencies-trading in the foreign exchange market.

Hyun Woo Byun, Seungho Baek, Jae Joon Ahn, Kyong Joo Oh, Tae Yoon Kim

Intell. Data Anal., 2015

A new methodology for carbon price forecasting in EU ETS.

Sung Kwon Han, Jae Joon Ahn, Kyong Joo Oh, Tae Yoon Kim

Expert Syst. J. Knowl. Eng., 2015

2012

How many reference patterns can improve profitability for real-time trading in futures market?

Suk Jun Lee, Kyong Joo Oh, Tae Yoon Kim

Expert Syst. Appl., 2012

Applying option Greeks to directional forecasting of implied volatility in the options market: An intelligent approach.

Jae Joon Ahn, Dong Ha Kim, Kyong Joo Oh, Tae Yoon Kim

Expert Syst. Appl., 2012

Using ridge regression with genetic algorithm to enhance real estate appraisal forecasting.

Jae Joon Ahn, Hyun Woo Byun, Kyong Joo Oh, Tae Yoon Kim

Expert Syst. Appl., 2012

Bayesian forecaster using class-based optimization.

Jae Joon Ahn, Hyun Woo Byun, Kyong Joo Oh, Tae Yoon Kim

Appl. Intell., 2012

2011

Usefulness of support vector machine to develop an early warning system for financial crisis.

Jae Joon Ahn, Kyong Joo Oh, Tae Yoon Kim, Dong Ha Kim

Expert Syst. Appl., 2011

Lag-<i>ℓ</i> forecasting and machine-learning algorithms.

Jae Joon Ahn, Il Suh Son, Kyong Joo Oh, Tae Yoon Kim, Gyu Moon Song

Expert Syst. J. Knowl. Eng., 2011

2010

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

Suk Jun Lee, Jae Joon Ahn, Kyong Joo Oh, Tae Yoon Kim

Appl. Intell., 2010

Using Hybrid Data Mining Techniques for Facilitating Cross-Selling of a Mobile Telecom Market to Develop Customer Classification Model.

Hyunchul Ahn, Chi Woo Song, Jae Joon Ahn, Hyoung Yong Lee, Tae Yoon Kim, Kyong Joo Oh

Proceedings of the 43rd Hawaii International International Conference on Systems Science (HICSS-43 2010), 2010

2009

Using bimodal kernel for inference in nonparametric regression with correlated errors.

Tae Yoon Kim, Byeong U. Park, Myung Sang Moon, Chiho Kim

J. Multivar. Anal., 2009

Stock market stability index: An intelligent approach.

Il Suh Son, Kyong Joo Oh, Tae Yoon Kim, Chiho Kim, Jong-Du Do

Intell. Data Anal., 2009

Intelligent forecasting for financial time series subject to structural changes.

Jae Joon Ahn, Suk Jun Lee, Kyong Joo Oh, Tae Yoon Kim

Intell. Data Anal., 2009

An early warning system for global institutional investors at emerging stock markets based on machine learning forecasting.

Il Suh Son, Kyong Joo Oh, Tae Yoon Kim, Dong Ha Kim

Expert Syst. Appl., 2009

An early warning system for financial crisis using a stock market instability index.

Dong Ha Kim, Suk Jun Lee, Kyong Joo Oh, Tae Yoon Kim

Expert Syst. J. Knowl. Eng., 2009

Using Rough Set to Support Investment Strategies of Rule-Based Trading with Real-Time Data in Futures Market.

Suk Jun Lee, Jae Joon Ahn, Kyong Joo Oh, Tae Yoon Kim, Hyoung Yong Lee, Chi Woo Song

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.

Jae Joon Ahn, Suk Jun Lee, Kyong Joo Oh, Tae Yoon Kim, Hyoung Yong Lee, Min Sik Kim

Proceedings of the 42st Hawaii International International Conference on Systems Science (HICSS-42 2009), 2009

2007

Financial market monitoring by case-based reasoning.

Kyong Joo Oh, Tae Yoon Kim

Expert Syst. Appl., 2007

2006

Portfolio algorithm based on portfolio beta using genetic algorithm.

Kyong Joo Oh, Tae Yoon Kim, Sung-Hwan Min, Hyoung Yong Lee

Expert Syst. Appl., 2006

An early warning system for detection of financial crisis using financial market volatility.

Kyong Joo Oh, Tae Yoon Kim, Chiho Kim

Expert Syst. J. Knowl. Eng., 2006

Using Neural Networks to Tune the Fluctuation of Daily Financial Condition Indicator for Financial Crisis Forecasting.

Kyong Joo Oh, Tae Yoon Kim, Chiho Kim, Suk Jun Lee

Proceedings of the AI 2006: Advances in Artificial Intelligence, 2006

2005

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

Kyong Joo Oh, Myung Sang Moon, Tae Yoon Kim

Neurocomputing, 2005

Using genetic algorithm to support portfolio optimization for index fund management.

Kyong Joo Oh, Tae Yoon Kim, Sungky Min

Expert Syst. Appl., 2005

Using Neural Networks to Support Early Warning System for Financial Crisis Forecasting.

Kyong Joo Oh, Tae Yoon Kim, Hyoung Yong Lee, Hakbae Lee

Proceedings of the AI 2005: Advances in Artificial Intelligence, 2005

2004

Artificial neural networks for non-stationary time series.

Tae Yoon Kim, Kyong Joo Oh, Chiho Kim, Jong Doo Do

Neurocomputing, 2004

Usefulness of artificial neural networks for early warning system of economic crisis.

Tae Yoon Kim, Kyong Joo Oh, Insuk Sohn, Changha Hwang

Expert Syst. Appl., 2004