Financial AI Investing Laboratory (FAILAB)
Financial AI Investing Laboratory (FAILAB)
Yonsei University · Industrial Engineering
Professor
Prof. 오경주
Professor's page · publicationsAbout
오경주 교수 연구실(금융투자AI연구실, FAILAB)은 연세대 산업공학과 소속으로, 금융 분야 인공지능을 약 20년간 연구해 왔다. AI 기반 금융 시계열 예측, 선물투자 전략 시스템, 유전자 알고리즘 기반 인덱스 펀드 모형, 알고리즘 기반 자산배분 모델 등을 다룬다.
Research keywords
Selected publications
- Asset Allocation Model for a Robo-Advisor Using the Financial Market Instability Index and Genetic AlgorithmsSustainability · 2020
- Developing a forecasting model for real estate auction prices using artificial intelligenceSustainability · 2020
- Pattern matching trading system based on the dynamic time warping algorithmSustainability · 2018
- Using genetic algorithm to support clustering-based portfolio optimization by investor informationApplied Soft Computing · 2017
- An intelligent hybrid trading system for discovering trading rules for the futures market using rough sets and genetic algorithmsApplied Soft Computing · 2017
Other labs in this department
- 김우주 교수 연구실
Woo Joo Kim
Natural Language Processing, Text Mining, Data Analytics, Knowledge Graph, Machine Learning
- Smart Systems Lab
Chang Wook Kim
Artificial Intelligence, Smart Factory, Data Science for Semiconductor Manufacturing
- Management Science Lab
Jung Hoon Mo
Optimization, Reinforcement learning, Deep learning
- Innovation Management Lab
Hee Jun Park
디지털 변혁 시대의 혁신 경영
- Knowledge Fusion and Artificial Intelligence Lab (KFAI Lab)
Hyun Soo Yoon
Artificial Intelligence, Computer Vision, Multi-modal, Heterogeneous Data Fusion, Informed Machine Learning
- Industrial Competitiveness Laboratory
Chun Sung Lim
Technology-based Business Model Development, Industrial Competitiveness Assessment, Information Systems Evaluation, Smart Technology Valuation