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)

Artificial neural networks for non-stationary time series. - Tae Yoon Kim; Kyong Joo Oh; Chiho Kim; Jong Doo Do (Neurocomputing, 2004)

Using Neural Networks to Support Early Warning System for Financial Crisis Forecasting. - Kyong Joo Oh; Tae Yoon Kim; Hyoung Yong Lee; Hakbae Lee (Australian Conference on Artificial Intelligence, 2005)

Using genetic algorithm to support portfolio optimization for index fund management. - Kyong Joo Oh; Tae Yoon Kim; Sungky Min (Expert Syst. Appl., 2005)

Variance change point detection via artificial neural networks for data separation. - Kyong Joo Oh; Myung Sang Moon; Tae Yoon Kim (Neurocomputing, 2005)

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 (Australian Conference on Artificial Intelligence, 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)

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)

Financial market monitoring by case-based reasoning. - Kyong Joo Oh; Tae Yoon Kim (Expert Syst. Appl., 2007)

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 (HICSS, 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 (HICSS, 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)

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)

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)

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)

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)

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 (HICSS, 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)

Lag-ℓ 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)

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)

Bayesian forecaster using class-based optimization. - Jae Joon Ahn; Hyun Woo Byun; Kyong Joo Oh; Tae Yoon Kim (Appl. Intell., 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)

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)

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)

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)

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)

Intelligent stock market instability index: Application to the Korean stock market. - Young Min Kim 002; Sung Kwon Han; Tae Yoon Kim; Kyong Joo Oh; Zhiming Luo; Chiho Kim (Intell. Data Anal., 2015)

Korean LVCSR system development for personal assistant service. - Tae Yoon Kim; Chang Woo Han; Sangha Kim 002; Donghoon Ahn; Seokyeong Jeong; Jaewon Lee (ICCE, 2016)

Using genetic algorithm to support clustering-based portfolio optimization by investor information. - Donghyun Cheong; Young Min Kim 002; Hyun Woo Byun; Kyong Joo Oh; Tae Yoon Kim (Appl. Soft Comput., 2017)

Reformulating scale-free network via strong dependency. - Tae Yoon Kim; Cheolyong Park; Jeongcheol Ha; Sun Young Hwang; Inho Park (J. Complex Networks, 2022)

Performance Analysis of Siamese Tracker Through Preprocessing of Infrared Images. - Tae Yoon Kim; Chan Gook Park (KST, 2025)