Tae Yoon Kim

According to our database1, Tae Yoon Kim authored at least 29 papers between 2004 and 2017.

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

Timeline

Legend:

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In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

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

2016
Korean LVCSR system development for personal assistant service.
Proceedings of the IEEE International Conference on Consumer Electronics, 2016

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

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
Usefulness of support vector machine to develop an early warning system for financial crisis.
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
Using bimodal kernel for inference in nonparametric regression with correlated errors.
J. Multivar. Anal., 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

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

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


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