4 citations · 11 across the 7 of their papers we have counts for
7 papers
Empirical investigation of state-of-the-art mean reversion strategies for equity markets
Seung-Hyun Moon, Yong-Hyuk Kim, Byung-Ro Moon
Recent studies have shown that online portfolio selection strategies that exploit the mean reversion property can achieve excess return from equity markets. This paper empirically…
Interdependency between the Stock Market and Financial News
EunJeong Hwang, Yong-Hyuk Kim
Stock prices are driven by various factors. In particular, many individual investors who have relatively little financial knowledge rely heavily on the information from news storie…
Epistasis-based Basis Estimation Method for Simplifying the Problem Space of an Evolutionary Search in Binary Representation
Junghwan Lee, Yong-Hyuk Kim
An evolutionary search space can be smoothly transformed via a suitable change of basis; however, it can be difficult to determine an appropriate basis. In this paper, a method is…
Charge Scheduling of an Energy Storage System under Time-of-use Pricing and a Demand Charge
Yourim Yoon, Yong-Hyuk Kim
A real-coded genetic algorithm is used to schedule the charging of an energy storage system (ESS), operated in tandem with renewable power by an electricity consumer who is subject…
Mathematical Interpretation between Genotype and Phenotype Spaces and Induced Geometric Crossovers
Yourim Yoon, Yong-Hyuk Kim, Alberto Moraglio +1
In this paper, we present that genotype-phenotype mapping can be theoretically interpreted using the concept of quotient space in mathematics. Quotient space can be considered as m…
A Mathematical Unification of Geometric Crossovers Defined on Phenotype Space
Yourim Yoon, Yong-Hyuk Kim, Alberto Moraglio +1
Geometric crossover is a representation-independent definition of crossover based on the distance of the search space interpreted as a metric space. It generalizes the traditional…