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ORCIDTae Yoon Kim
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2020 – today
- 2022
[j24]Tae Yoon Kim, Cheolyong Park, Jeongcheol Ha, Sun Young Hwang, Inho Park
:
Reformulating scale-free network via strong dependency. J. Complex Networks 10(6) (2022)
2010 – 2019
- 2017
- [j23]Donghyun Cheong, Young Min Kim, Hyun Woo Byun, Kyong Joo Oh, Tae Yoon Kim:
Using genetic algorithm to support clustering-based portfolio optimization by investor information. Appl. Soft Comput. 61: 593-602 (2017) - 2016
- [c6]Tae Yoon Kim, Chang Woo Han, Sangha Kim, Donghoon Ahn, Seokyeong Jeong, Jaewon Lee:
Korean LVCSR system development for personal assistant service. ICCE 2016: 93-96 - 2015
- [j22]Sung Kwon Han, Jae Joon Ahn, Kyong Joo Oh, Tae Yoon Kim:
A new methodology for carbon price forecasting in EU ETS. Expert Syst. J. Knowl. Eng. 32(2): 228-243 (2015) - [j21]Hyun Woo Byun, Seungho Baek, Jae Joon Ahn, Kyong Joo Oh, Tae Yoon Kim:
Using a principal component analysis for multi-currencies-trading in the foreign exchange market. Intell. Data Anal. 19(3): 683-697 (2015) - [j20]Young Min Kim, Sung Kwon Han, Tae Yoon Kim, Kyong Joo Oh, Zhiming Luo, Chiho Kim:
Intelligent stock market instability index: Application to the Korean stock market. Intell. Data Anal. 19(4): 879-895 (2015) - 2012
- [j19]Jae Joon Ahn, Hyun Woo Byun, Kyong Joo Oh, Tae Yoon Kim:
Bayesian forecaster using class-based optimization. Appl. Intell. 36(3): 553-563 (2012) - [j18]Suk Jun Lee, Kyong Joo Oh, Tae Yoon Kim:
How many reference patterns can improve profitability for real-time trading in futures market? Expert Syst. Appl. 39(8): 7458-7470 (2012) - [j17]Jae Joon Ahn, Hyun Woo Byun, Kyong Joo Oh, Tae Yoon Kim:
Using ridge regression with genetic algorithm to enhance real estate appraisal forecasting. Expert Syst. Appl. 39(9): 8369-8379 (2012) - [j16]Jae Joon Ahn, Dong Ha Kim, Kyong Joo Oh, Tae Yoon Kim:
Applying option Greeks to directional forecasting of implied volatility in the options market: An intelligent approach. Expert Syst. Appl. 39(10): 9315-9322 (2012) - 2011
- [j15]Jae Joon Ahn, Il Suh Son, Kyong Joo Oh, Tae Yoon Kim, Gyu Moon Song:
Lag-ℓ forecasting and machine-learning algorithms. Expert Syst. J. Knowl. Eng. 28(3): 269-282 (2011) - [j14]Jae Joon Ahn, Kyong Joo Oh, Tae Yoon Kim, Dong Ha Kim:
Usefulness of support vector machine to develop an early warning system for financial crisis. Expert Syst. Appl. 38(4): 2966-2973 (2011) - 2010
- [j13]Suk Jun Lee, Jae Joon Ahn, Kyong Joo Oh, Tae Yoon Kim:
Using rough set to support investment strategies of real-time trading in futures market. Appl. Intell. 32(3): 364-377 (2010) - [c5]Hyunchul Ahn, Chi Woo Song, Jae Joon Ahn, Hyoung Yong Lee, Tae Yoon Kim, Kyong Joo Oh:
Using Hybrid Data Mining Techniques for Facilitating Cross-Selling of a Mobile Telecom Market to Develop Customer Classification Model. HICSS 2010: 1-10
2000 – 2009
- 2009
- [j12]Dong Ha Kim, Suk Jun Lee, Kyong Joo Oh, Tae Yoon Kim:
An early warning system for financial crisis using a stock market instability index. Expert Syst. J. Knowl. Eng. 26(3): 260-273 (2009) - [j11]Il Suh Son, Kyong Joo Oh, Tae Yoon Kim, Dong Ha Kim:
An early warning system for global institutional investors at emerging stock markets based on machine learning forecasting. Expert Syst. Appl. 36(3): 4951-4957 (2009) - [j10]Jae Joon Ahn, Suk Jun Lee, Kyong Joo Oh, Tae Yoon Kim:
Intelligent forecasting for financial time series subject to structural changes. Intell. Data Anal. 13(1): 151-163 (2009) - [j9]Il Suh Son, Kyong Joo Oh, Tae Yoon Kim, Chiho Kim, Jong-Du Do:
Stock market stability index: An intelligent approach. Intell. Data Anal. 13(6): 983-993 (2009) - [j8]Tae Yoon Kim, Byeong U. Park, Myung Sang Moon, Chiho Kim:
Using bimodal kernel for inference in nonparametric regression with correlated errors. J. Multivar. Anal. 100(7): 1487-1497 (2009) - [c4]Jae Joon Ahn, Suk Jun Lee, Kyong Joo Oh, Tae Yoon Kim, Hyoung Yong Lee, Min Sik Kim:
Machine Learning Algorithm Selection for Forecasting Behavior of Global Institutional Investors. HICSS 2009: 1-9 - [c3]Suk Jun Lee, Jae Joon Ahn, Kyong Joo Oh, Tae Yoon Kim, Hyoung Yong Lee, Chi Woo Song:
Using Rough Set to Support Investment Strategies of Rule-Based Trading with Real-Time Data in Futures Market. HICSS 2009: 1-10 - 2007
- [j7]Kyong Joo Oh, Tae Yoon Kim:
Financial market monitoring by case-based reasoning. Expert Syst. Appl. 32(3): 789-800 (2007) - 2006
- [j6]Kyong Joo Oh, Tae Yoon Kim, Chiho Kim:
An early warning system for detection of financial crisis using financial market volatility. Expert Syst. J. Knowl. Eng. 23(2): 83-98 (2006) - [j5]Kyong Joo Oh, Tae Yoon Kim, Sung-Hwan Min, Hyoung Yong Lee:
Portfolio algorithm based on portfolio beta using genetic algorithm. Expert Syst. Appl. 30(3): 527-534 (2006) - [c2]Kyong Joo Oh, Tae Yoon Kim, Chiho Kim, Suk Jun Lee:
Using Neural Networks to Tune the Fluctuation of Daily Financial Condition Indicator for Financial Crisis Forecasting. Australian Conference on Artificial Intelligence 2006: 607-616 - 2005
- [j4]Kyong Joo Oh, Tae Yoon Kim, Sungky Min:
Using genetic algorithm to support portfolio optimization for index fund management. Expert Syst. Appl. 28(2): 371-379 (2005) - [j3]Kyong Joo Oh, Myung Sang Moon, Tae Yoon Kim:
Variance change point detection via artificial neural networks for data separation. Neurocomputing 68: 239-250 (2005) - [c1]Kyong Joo Oh, Tae Yoon Kim, Hyoung Yong Lee, Hakbae Lee:
Using Neural Networks to Support Early Warning System for Financial Crisis Forecasting. Australian Conference on Artificial Intelligence 2005: 284-296 - 2004
- [j2]Tae Yoon Kim, Kyong Joo Oh, Insuk Sohn, Changha Hwang:
Usefulness of artificial neural networks for early warning system of economic crisis. Expert Syst. Appl. 26(4): 583-590 (2004) - [j1]Tae Yoon Kim, Kyong Joo Oh, Chiho Kim, Jong Doo Do:
Artificial neural networks for non-stationary time series. Neurocomputing 61: 439-447 (2004)
Coauthor Index
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