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Kyong Joo Oh
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2020 – today
- 2023
- [j35]Sang Hoe Kim, Jun Shin Park, Hee Soo Lee, Sanghyuk Yoo, Kyong Joo Oh:
Combining CNN and Grad-CAM for profitability and explainability of investment strategy: Application to the KOSPI 200 futures. Expert Syst. Appl. 225: 120086 (2023) - 2022
- [j34]Hyun Wook Lim, Seung Hwan Jeong, Kyong Joo Oh, Hee Soo Lee:
Neural network foreign exchange trading system using CCS-IRS basis: Empirical evidence from Korea. Expert Syst. Appl. 205: 117718 (2022)
2010 – 2019
- 2017
- [j33]Young Min Kim, Wonbin Ahn
, Kyong Joo Oh, David Enke:
An intelligent hybrid trading system for discovering trading rules for the futures market using rough sets and genetic algorithms. Appl. Soft Comput. 55: 127-140 (2017) - [j32]Donghyun Cheong
Using genetic algorithm to support clustering-based portfolio optimization by investor information. Appl. Soft Comput. 61: 593-602 (2017) - 2015
- [j31]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) - [j30]Hyun Woo Byun, Seungho Baek
Using a principal component analysis for multi-currencies-trading in the foreign exchange market. Intell. Data Anal. 19(3): 683-697 (2015) - [j29]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
- [j28]Jae Joon Ahn
Bayesian forecaster using class-based optimization. Appl. Intell. 36(3): 553-563 (2012) - [j27]Sangjae Lee, Wanki Kim, Young Min Kim, Kyong Joo Oh:
Using AHP to determine intangible priority factors for technology transfer adoption. Expert Syst. Appl. 39(7): 6388-6395 (2012) - [j26]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) - [j25]Jae Joon Ahn
Using ridge regression with genetic algorithm to enhance real estate appraisal forecasting. Expert Syst. Appl. 39(9): 8369-8379 (2012) - [j24]Jae Joon Ahn
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
- [j23]Jae Joon Ahn
Lag-ℓ forecasting and machine-learning algorithms. Expert Syst. J. Knowl. Eng. 28(3): 269-282 (2011) - [j22]Jae Joon Ahn
Usefulness of support vector machine to develop an early warning system for financial crisis. Expert Syst. Appl. 38(4): 2966-2973 (2011) - [j21]Hyunchul Ahn
Facilitating cross-selling in a mobile telecom market to develop customer classification model based on hybrid data mining techniques. Expert Syst. Appl. 38(5): 5005-5012 (2011) - [j20]Joonhong Park, Dongwon Ki, Kangsuk Kim, Suk Jun Lee, Dong Ha Kim, Kyong Joo Oh:
Using decision tree to develop a soil ecological quality assessment system for planning sustainable construction. Expert Syst. Appl. 38(5): 5463-5470 (2011) - [j19]Hyunchul Ahn
A novel customer scoring model to encourage the use of mobile value added services. Expert Syst. Appl. 38(9): 11693-11700 (2011) - [j18]Hyunchul Ahn
Corrigendum to "A novel customer scoring model to encourage the use of mobile value added services" [Expert Systems with Applications 38 (2011) 11693-11700]. Expert Syst. Appl. 38(10): 13493 (2011) - 2010
- [j17]Suk Jun Lee, Jae Joon Ahn
Using rough set to support investment strategies of real-time trading in futures market. Appl. Intell. 32(3): 364-377 (2010) - [c7]Hyunchul Ahn
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
- [j16]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) - [j15]Namgyu Kim, Han Seok Lee, Kyong Joo Oh, Jae Young Choi:
Context-aware mobile service for routing the fastest subway path. Expert Syst. Appl. 36(2): 3319-3326 (2009) - [j14]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) - [j13]Jae Joon Ahn
Intelligent forecasting for financial time series subject to structural changes. Intell. Data Anal. 13(1): 151-163 (2009) - [j12]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) - [c6]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 - [c5]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
- [j11]Kyong Joo Oh, Tae Yoon Kim:
Financial market monitoring by case-based reasoning. Expert Syst. Appl. 32(3): 789-800 (2007) - 2006
- [j10]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) - [j9]Kyong Joo Oh, Tae Yoon Kim, Sung-Hwan Min
Portfolio algorithm based on portfolio beta using genetic algorithm. Expert Syst. Appl. 30(3): 527-534 (2006) - [c4]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
- [j8]Kyong Joo Oh, Tae Hyup Roh, Myung Sang Moon:
Developing Time-Based Clustering Neural Networks to Use Change-Point Detection: Application to Financial Time Series. Asia Pac. J. Oper. Res. 22(1): 51-70 (2005) - [j7]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) - [j6]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) - [c3]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
- [j5]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) - [j4]Tae Yoon Kim, Kyong Joo Oh, Chiho Kim, Jong Doo Do:
Artificial neural networks for non-stationary time series. Neurocomputing 61: 439-447 (2004) - 2003
- [j3]Tae Hyup Roh, Kyong Joo Oh, Ingoo Han:
The collaborative filtering recommendation based on SOM cluster-indexing CBR. Expert Syst. Appl. 25(3): 413-423 (2003) - [c2]Tae Hyup Roh, Kyong Joo Oh, Ingoo Han:
A Cluster-indexing CBR Model for Collaborative Filtering Recommendation. PACIS 2003: 11 - 2002
- [j2]Kyong Joo Oh, Kyoung-Jae Kim:
Analyzing stock market tick data using piecewise nonlinear model. Expert Syst. Appl. 22(3): 249-255 (2002) - [j1]Kyong Joo Oh, Kyoung-Jae Kim:
Piecewise nonlinear model for financial time series forecasting with artificial neural networks. Intell. Data Anal. 6(2): 175-185 (2002) - 2001
- [c1]Kyong Joo Oh, Ingoo Han:
An Intelligent Clustering Forecasting System based on Change-Point Detection and Artificial Neural Networks: Application to Financial Economics. HICSS 2001
Coauthor Index
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