What do robust equity portfolio models really do? - Woo Chang Kim; Jang Ho Kim; So Hyoung Ahn; Frank J. Fabozzi (Ann. Oper. Res., 2013)

Dynamic asset allocation for varied financial markets under regime switching framework. - Geum Il Bae; Woo Chang Kim; John M. Mulvey (Eur. J. Oper. Res., 2014)

Robust portfolios that do not tilt factor exposure. - Woo Chang Kim; Min Jeong Kim; Jang Ho Kim; Frank J. Fabozzi (Eur. J. Oper. Res., 2014)

Recent Developments in Robust Portfolios with a Worst-Case Approach. - Jang Ho Kim; Woo Chang Kim; Frank J. Fabozzi (J. Optim. Theory Appl., 2014)

Sparse tangent portfolio selection via semi-definite relaxation. - Min Jeong Kim; Yongjae Lee; Jang Ho Kim; Woo Chang Kim (Oper. Res. Lett., 2016)

Recent advancements in robust optimization for investment management. - Jang Ho Kim; Woo Chang Kim; Frank J. Fabozzi (Ann. Oper. Res., 2018)

Robust equity portfolio performance. - Jang Ho Kim; Woo Chang Kim; Do-Gyun Kwon; Frank J. Fabozzi (Ann. Oper. Res., 2018)

Information Flow between Bitcoin and Other Investment Assets. - Sung Min Jang; Eojin Yi; Woo Chang Kim; Kwangwon Ahn (Entropy, 2019)

Stochastic Volatility and Early Warning Indicator. - Guseon Ji; Hyeongwoo Kong; Woo Chang Kim; Kwangwon Ahn (ICCS (1), 2020)

Sparse and robust portfolio selection via semi-definite relaxation. - Yongjae Lee; Min Jeong Kim; Jang Ho Kim; Ju Ri Jang; Woo Chang Kim (J. Oper. Res. Soc., 2020)

Sparse factor model based on trend filtering. - Jang Ho Kim; Woo Chang Kim; Frank J. Fabozzi (Ann. Oper. Res., 2021)

Detecting and Analyzing Politically-Themed Stocks Using Text Mining Techniques and Transfer Entropy - Focus on the Republic of Korea's Case. - Insu Choi; Woo Chang Kim (Entropy, 2021)

Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach. - Guhyuk Chung; Munki Chung; Yongjae Lee; Woo Chang Kim (ICAIF, 2022)

Goal-based investing based on multi-stage robust portfolio optimization. - Jang Ho Kim; Yongjae Lee; Woo Chang Kim; Frank J. Fabozzi (Ann. Oper. Res., 2022)

Constructing a personalized recommender system for life insurance products with machine-learning techniques. - Hyeongwoo Kong; Wonje Yun; Weonyoung Joo; Ju-Hyun Kim; Kyoung-Kuk Kim; Il-Chul Moon; Woo Chang Kim (Intell. Syst. Account. Finance Manag., 2022)

Deep Value Function Networks for Large-Scale Multistage Stochastic Programs. - Hyunglip Bae; Jinkyu Lee; Woo Chang Kim; Yongjae Lee (AISTATS, 2023)

Transformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization. - Chanyeong Kim; Jongwoong Park; Hyunglip Bae; Woo Chang Kim (ICML, 2023)

Mean-Variance Efficient Collaborative Filtering for Stock Recommendation. - Munki Chung; Yongjae Lee; Woo Chang Kim (CoRR, 2023)

Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series. - Woosung Koh; Insu Choi; Yuntae Jang; Gimin Kang; Woo Chang Kim (CoRR, 2023)

Value function gradient learning for large-scale multistage stochastic programming problems. - Jinkyu Lee; Sanghyeon Bae; Woo Chang Kim; Yongjae Lee (Eur. J. Oper. Res., 2023)

An Iridescent Insights of Statistical Interdependencies of Financial Markets. - Insu Choi; Woo Chang Kim (BigComp, 2024)

Neural Marked Hawkes Process for Limit Order Book Modeling. - Guhyuk Chung; Yongjae Lee; Woo Chang Kim (PAKDD (3), 2024)

Encoding Temporal Statistical-space Priors via Augmented Representation under Data Scarcity. - Insu Choi; Woosung Koh; Gimin Kang; Yuntae Jang; Woo Chang Kim (STRL@IJCAI, 2024)

Encoding Temporal Statistical-space Priors via Augmented Representation. - Insu Choi; Woosung Koh; Gimin Kang; Yuntae Jang; Woo Chang Kim (CoRR, 2024)

ICLN: Input Convex Loss Network for Decision Focused Learning. - Haeun Jeon; Hyunglip Bae; Minsu Park; Chanyeong Kim; Woo Chang Kim (CoRR, 2024)

Network-based exploratory data analysis and explainable three-stage deep clustering for financial customer profiling. - Insu Choi; Woosung Koh; Bonwoo Koo; Woo Chang Kim (Eng. Appl. Artif. Intell., 2024)

Unlocking ETF price forecasting: Exploring the interconnections with statistical dependence-based graphs and xAI techniques. - Insu Choi; Woo Chang Kim (Knowl. Based Syst., 2024)

Enhancing Exchange-Traded Fund Price Predictions: Insights from Information-Theoretic Networks and Node Embeddings. - Insu Choi; Woo Chang Kim (Entropy, 2024)

Locally Convex Global Loss Network for Decision-Focused Learning. - Haeun Jeon; Hyunglip Bae; Minsu Park; Chanyeong Kim; Woo Chang Kim (AAAI, 2025)

Grand challenges in industrial and systems engineering. - Waldemar Karwowski; Gavriel Salvendy; Laura Albert; Woo Chang Kim; Brian Denton; Maged Dessouky; Alexandre Dolgui; Vincent G. Duffy; Soundar Kumara; Jingshan Li; Azad M. Madni; Leon McGinnis; et al. (Int. J. Prod. Res., 2025)

Contextual Scenario Generation for Two-Stage Stochastic Programming. - David Islip; Roy H. Kwon; Sanghyeon Bae; Woo Chang Kim (CoRR, 2025)

Enhancing mean-variance portfolio optimization through GANs-based anomaly detection. - Jang Ho Kim; Seyoung Kim; Yongjae Lee; Woo Chang Kim; Frank J. Fabozzi (Ann. Oper. Res., 2025)