Jae Won LEE


Dynamic Asset Allocation for Stock Trading Optimized by Evolutionary Computation
Jangmin O Jongwoo LEE Jae Won LEE Byoung-Tak ZHANG 
Publication:   IEICE TRANSACTIONS on Information and Systems
Publication Date: 2005/06/01
Vol. E88-D  No. 6  pp. 1217-1223
Type of Manuscript:  PAPER
Category: e-Business Modeling
Keyword: 
stock marketmulti-predictors approachasset allocationmeta policyevolutionary computation
 Summary | Full Text:PDF(704.6KB)

An Intelligent Stock Trading System Based on Reinforcement Learning
Jae Won LEE Sung-Dong KIM Jongwoo LEE Jinseok CHAE 
Publication:   IEICE TRANSACTIONS on Information and Systems
Publication Date: 2003/02/01
Vol. E86-D  No. 2  pp. 296-305
Type of Manuscript:  PAPER
Category: Artificial Intelligence, Cognitive Science
Keyword: 
reinforcement learningTD algorithmstock selectionneural networkmultiple agents
 Summary | Full Text:PDF(725.4KB)