Yongjae Lee

Yongjae Lee

Ulsan National Institute of Science & Technology UNIST - Eonyang / South Korea
Engineering & Technology / Industrial & Manufacturing Engineering
AD Scientific Index ID: 4522094
울산과학기술대학교
person_outline Yongjae Lee's MOST POPULAR ARTICLES
1-) Basic Enhancement Strategies When Using Bayesian Optimization for Hyperparameter Tuning of Deep Neural Networks IEEE Access 8, 52588-52608, 2020
2-) Concise Formulas for the Surface Area of the Intersection of Two Hyperspherical Caps KAIST Technical Report, 2014
3-) Mean-variance optimization for asset allocation Journal of Portfolio Management 47 (5), 24-40, 2021
4-) Personalized goal-based investing via multi-stage stochastic goal programming Quantitative Finance 20 (3), 515-526, 2020
5-) Sparse and robust portfolio selection via semi-definite relaxation Journal of the Operational Research Society 71 (5), 687-699, 2020