引用次数
引用: 4,172
H-指数: 34
I10-指数 : 73
出版物: 109
Model Averaging Methods for Estimating Implied and Local Volatility Surfaces
Gyu-Sik Han , Namhyoung Kim , Jaewook Lee
Industrial Engineering and Management Systems 8 ( 2) 93 -100
5
2009
Understanding Catastrophic Overfitting in Single-step Adversarial Training.
Woojin Lee , Jaewook Lee , Hoki Kim
arXiv: Learning
53
2020
Lipschitz-Certifiable Training with a Tight Outer Bound
Jaewook Lee , Saerom Park , Sungyoon Lee
neural information processing systems 33 16891 -16902
30
2020
Parametric models and non-parametric machine learning models for predicting option prices: Empirical comparison study over KOSPI 200 Index options
Hyejin Park , Namhyoung Kim , Jaewook Lee
Expert Systems With Applications 41 ( 11) 5227 -5237
38
2014
Improved churn prediction in telecommunication industry by analyzing a large network
Kyoungok Kim , Chi-Hyuk Jun , Jaewook Lee
Expert Systems With Applications 41 ( 15) 6575 -6584
50
2014
Nonparametric machine learning models for predicting the credit default swaps: An empirical study
Youngdoo Son , Hyeongmin Byun , Jaewook Lee
Expert Systems with Applications 58 210 -220
11
2016
Domain described support vector classifier for multi-classification problems
Daewon Lee , Jaewook Lee
Pattern Recognition 40 ( 1) 41 -51
94
2007
Learning of indiscriminate distributions of document embeddings for domain adaptation
Saerom Park , Woojin Lee , Jaewook Lee
Intelligent Data Analysis 23 ( 4) 779 -797
1
2019
A quadratic string adapted barrier exploring method for locating transition states
Daewon Lee , Jaewook Lee , Young-Gui Yoon
Computer Physics Communications 177 ( 1) 218 -218
2007
Predicting Market Impact Costs Using Nonparametric Machine Learning Models
Saerom Park , Jaewook Lee , Youngdoo Son
PLOS ONE 11 ( 2) e0150243 -13
10
2016
A novel three-phase trajectory informed search methodology for global optimization
Jaewook Lee
Journal of Global Optimization 38 ( 1) 61 -77
23
2007
Stability Analysis of Denoising Autoencoders Based on Dynamical Projection System
Saerom Park , Jaewook Lee
IEEE Transactions on Knowledge and Data Engineering ( 01) 1 -1
2020
Generative Bayesian neural network model for risk-neutral pricing of American index options
Huisu Jang , Jaewook Lee
Quantitative Finance 19 ( 4) 587 -603
26
2019
Do FOMC and macroeconomic announcements affect Bitcoin prices
Sujin Pyo , Jaewook Lee
Finance Research Letters 37 101386
6
2020
No-arbitrage implied volatility functions: Empirical evidence from KOSPI 200 index options
Namhyoung Kim , Jaewook Lee
Journal of Empirical Finance 21 36 -53
14
2013
Prediction of credit delinquents using locally transductive multi-layer perceptron
Hyunjin Heo , Hyejin Park , Namhyoung Kim , Jaewook Lee
Neurocomputing 73 ( 1) 169 -175
6
2009
Exploiting the low-risk anomaly using machine learning to enhance the Black–Litterman framework: Evidence from South Korea
Sujin Pyo , Jaewook Lee
Pacific-basin Finance Journal 51 1 -12
2
2018
Predicting a distribution of implied volatilities for option pricing
Seung-Ho Yang , Jaewook Lee
Expert Systems With Applications 38 ( 3) 1702 -1708
17
2011
User credit-based collaborative filtering
Buhwan Jeong , Jaewook Lee , Hyunbo Cho
Expert Systems With Applications 36 ( 3) 7309 -7312
22
2009
An iterative semi-explicit rating method for building collaborative recommender systems
Buhwan Jeong , Jaewook Lee , Hyunbo Cho
Expert Systems With Applications 36 ( 3) 6181 -6186
42
2009