Saejoon Kim and Hyuksoo Kim,
"A Note on the Fractional Momentum Strategy,"
Applied Economics Letters, to appear.
Saejoon Kim,
"Factor Investing: a Unified View,"
[pdf] Applied Economics, vol. 55, no. 14, pp.1567-1580, 2023.
Saejoon Kim and Hyuksoo Kim,
"Deep Asset Allocation for Trend Following Investing,"
[pdf] Journal of Experimental & Theoretical Artificial Intelligence,
vol. 34, no. 4, pp. 599-619, 2022.
Saejoon Kim,
"Tactical Factor Allocation for Multifactor Portfolios,"
[pdf] Applied Economics Letters, vol. 29, no, 9, pp. 847-850, 2022.
Hyuksoo Kim and Saejoon Kim,
"Managing Downside Risk of Low-Risk Anomaly Portfolios,"
[pdf] Finance Research Letters, vol. 46, part B, May 2022, 102388.
Saejoon Kim,
"Time-Series Residual Momentum Strategies,"
[pdf] Applied Economics, vol. 54, no. 5, pp. 580-594, 2022.
Hyuksoo Kim and Saejoon Kim,
"Reduction of Estimation Error Impact in the Risk Parity Strategies,"
[pdf] Quantitative Finance, vol. 21, no. 8, pp. 1351-1364, 2021.
Saejoon Kim,
"Enhanced Factor Investing in the Korean Stock Market,"
[pdf] Pacific-Basin Finance Journal, vol. 67, June 2021, 101558.
Saejoon Kim,
"Deep Time Series Forecasting for Enhanced Index Tracking,"
[pdf] Applied Economics, vol. 53, no. 17, pp. 1916-1934, 2021.
Saejoon Kim and Soong Kim,
"Index Tracking through Deep Latent Representation Learning,"
[pdf] Quantitative Finance,
vol. 20, no. 4, pp. 639-652, 2020.
Saejoon Kim,
"Enhancing the Momentum Strategy through Deep Regression,"
[pdf] Quantitative Finance,
vol. 19, no. 7, pp. 1121-1133, 2019.
Saejoon Kim and Soong Kim,
"Min k-Cut for Asset Selection in Risk-based Portfolio Strategies,"
[pdf]
in Artificial Intelligence - Emerging Trends and Applications,
M.A. Aceves-Fernandez, Ed., IntechOpen, pp. 161-177, 2018.
Saejoon Kim,
"Volatility Forecasting for Low-Volatility Portfolio
Selection in the US and the Korean Equity Markets,"
[pdf] Journal of Experimental & Theoretical Artificial Intelligence,
vol. 30, no. 1, pp. 71-88, 2018.
Saejoon Kim and Jun Heo,
"Time Series Regression-based Pairs Trading in the Korean Equities Market,"
[pdf] Journal of Experimental & Theoretical Artificial Intelligence,
vol. 29, no. 4, pp. 755-768, 2017.
Older Papers
Hyunseok Chang, Sae-Young Chung and Saejoon Kim,
"Interference Channel with a Causal Relay under Strong and
Very Strong Interference," IEEE Transactions on Information Theory, vol. 60, no. 2, pp. 859-865, Feb. 2014.
Saejoon Kim,
"Trapping Set Error Correction through Adaptive Informed Dynamic
Scheduling Decoding of LDPC Codes," IEEE Communications Letters, vol. 16, no. 7, pp. 1103-1105, July 2012.
Saejoon Kim, Jun Heo and Hyuncheol Park,
"Improved Stopping Set Elimination by Parity-Check Matrix
Extension of LDPC Codes," IEEE Communications Letters, vol. 15, no. 5, pp. 557-559, May 2011.
Saejoon Kim, Seunghyuk Lee, Jun Heo and Chong S. Rim,
"Adaptive Mixed Scheduling for Correcting Errors in Trapping Sets
of LDPC Codes," IEEE Communications Letters, vol. 14, no. 7, pp. 664-666, July 2010.
Hyung-Tae Kim, Sung Hoon Lim, Inkyu Lee, Saejoon Kim and Sae-Young Chung,
"Code Design for MIMO Downlink with Imperfect CSIT," IEEE Transactions on Communications, vol. 58, no. 1, pp. 89-94, Jan. 2010.
Sejong Yoon and Saejoon Kim,
"Mutual Information-Based SVM-RFE for Diagnostic Classification of Digitized Mammograms," Pattern Recognition Letters, vol. 30, no. 16, pp. 1489-1495, Dec. 2009.
Sejong Yoon and Saejoon Kim,
"AdaBoost-Based Multiple SVM-RFE for Classification of Mammograms in DDSM," BMC Medical Informatics and Decision Making, vol. 9, no. S1, Nov. 2009.
Saejoon Kim, Karam Ko, Jun Heo and Ji-Hwan Kim,
"Two-Staged Informed Dynamic Scheduling for Sequential Belief Propagation Decoding of LDPC Codes," IEEE Communications Letters, vol. 13, no. 3, pp. 193-195, Mar. 2009.
Saejoon Kim, Seunghyuk Lee and Sae-Young Chung,
"An Efficient Algorithm for ML Decoding of Raptor Codes over the Binary Erasure Channel," IEEE Communications Letters, vol. 12, no. 8, pp. 578-580, Aug. 2008.
Saejoon Kim, Karam Ko and Sae-Young Chung,
"Incremental Gaussian Elimination Decoding of Raptor Codes over BEC," IEEE Communications Letters, vol. 12, no. 4, pp. 307-309, Apr. 2008.
Saejoon Kim,
"Generalized Minimum Distance Iterative Decoding of Tanner Codes," IEEE Communications Letters, vol. 9, no. 8, pp. 738-740, Aug. 2005.
Saejoon Kim,
"Protein Beta-Turn Prediction using Nearest-Neighbor Method," Bioinformatics, vol. 20, no. 1, pp. 40-44, 2004.
Saejoon Kim and Stephen B. Wicker,
"Linear-Time Encodable and Decodable Irregular Graph Codes," IEEE International Symposium on Information Theory '00,
Sorrento, Italy, 2000.
Saejoon Kim and Stephen B. Wicker,
"An Exploration of the Relationship between the Baum-Welch
Algorithm and Turbo Decoding," IEEE International Symposium on Information Theory '98,
MIT, USA, 1998.
Saejoon Kim and Stephen B. Wicker,
"A Connection between the Baum-Welch Algorithm and Turbo Decoding," IEEE Information Theory Workshop '98,
Killarney, Ireland, 1998.
(Invited Paper)
Books
Stephen B. Wicker and Saejoon Kim,
Fundamentals of Codes, Graphs, and Iterative Decoding,
Springer, Boston, MA, 2003.
Theses
Probabilistic Reasoning, Parameter Estimation, and Issues in Turbo Decoding,
Doctoral Dissertation, Cornell University, USA, Aug. 1998.
Stability Regions of Discrete Nonlinear Dynamical Systems,
Master's Thesis, Cornell University, USA, May 1996.