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 NetworksH Cho, Y Kim, E Lee, D Choi, Y Lee, W RheeIEEE Access 8, 52588-52608, 2020612020
2-) Concise Formulas for the Surface Area of the Intersection of Two Hyperspherical CapsY Lee, WC KimKAIST Technical Report, 2014322014
3-) Mean-variance optimization for asset allocationJH Kim, Y Lee, WC Kim, FJ FabozziJournal of Portfolio Management 47 (5), 24-40, 2021312021
4-) Personalized goal-based investing via multi-stage stochastic goal programmingWC Kim, DG Kwon, Y Lee, JH Kim, C LinQuantitative Finance 20 (3), 515-526, 2020342020
5-) Goal-based investing based on multi-stage robust portfolio optimizationJH Kim, Y Lee, WC Kim, FJ FabozziAnnals of Operations Research 313 (2), 1141-1158, 2022202022