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KCI

김상렬; 박경욱; 김동주

ArticleIssue Date2014CitationJournal of The Korean Data Analysis Society, v.16, no.1, pp 297 - 308Publisher한국자료분석학회

KCI

Approximate Dynamic Programming-Based Dynamic Portfolio Optimization for Constrained Index Tracking

박주영; 양동수; 박경욱

ArticleIssue Date2013CitationInternational Journal of Fuzzy Logic and Intelligent systems, v.13, no.1, pp 19 - 28Publisher한국지능시스템학회

KCI

Modern Probabilistic Machine Learning and Control Methods for Portfolio Optimization

박주영; 임정동; 이원부; 지성현; 성기훈; 박경욱

ArticleIssue Date2014CitationInternational Journal of Fuzzy Logic and Intelligent systems, v.14, no.2, pp 73 - 83Publisher한국지능시스템학회

KCI

데이터 기반 확률론적 최적제어와 근사적 추론 기반 강화학습 방법론에 관한 고찰

박주영; 지승현; 성기훈; 허성만; 박경욱

ArticleIssue Date2015Citation한국지능시스템학회 논문지, v.25, no.4, pp 319 - 326Publisher한국지능시스템학회

KCI

확률적 구간이동 기법을 활용한 동적 포트폴리오 선정 문제에 관한 고찰

박주영; 정진호; 박경욱

ArticleIssue Date2012Citation한국지능시스템학회 논문지, v.22, no.3, pp 386 - 393Publisher한국지능시스템학회

KCI

확률론적 최적제어와 기계학습을 이용한 동적 트레이딩 전략에 관한 고찰

박주영; 양동수; 박경욱

ArticleIssue Date2013Citation한국지능시스템학회 논문지, v.23, no.4, pp 348 - 353Publisher한국지능시스템학회

KCI

Some Observations for Portfolio Management Applications of Modern Machine Learning Methods

Park, Jooyoung; Heo, Seongman; Kim, Taehwan; Park, Jeongho; Kim, Jaein; Park, Kyungwook

ArticleIssue Date2016CitationINTERNATIONAL JOURNAL OF FUZZY LOGIC AND INTELLIGENT SYSTEMS, v.16, no.1, pp 44 - 51PublisherKOREAN INST INTELLIGENT SYSTEMS

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