Selected Publications


  • Saejoon Kim and Soong Kim,
    "Index Tracking through Deep Latent Representation Learning," [pdf]
    Quantitative Finance, forthcoming.

  • 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 and 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 and Theoretical Artificial Intelligence, vol. 29, no. 4, pp. 755-768, 2017.



Older Papers

  • Kwangseok Noh, Saejoon Kim and Jun Heo,
    "Design of Systematic Unequal Error Protection Raptor Codes over Binary Erasure Channels,"
    Wireless Personal Communications, vol. 75, no. 4, pp. 2513-2522, Apr. 2014.
  • 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.
  • Jaeyoung Lee, Sung-Il Kim, Saejoon Kim and Jun Heo,
    "Random Access Transport Capacity of Multihop AF Relaying: A Throughput-Reliability Tradeoff,"
    EURASIP Journal on Wireless Communications and Networking, 2013: 104, 2013.
  • Sung-Il Kim, Saejoon Kim, Joon Tae Kim and Jun Heo,
    "Opportunistic Decode-and-Forward Relaying with Interferences at Relays,"
    Wireless Personal Communications, vol. 68, no. 2, pp. 247-264, Jan. 2013.
  • 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 Jongho Nang,
    "On-the-Fly Maximum-Likelihood Decoding of Raptor Codes over the Binary Erasure Channel,"
    IEICE Transactions on Communications, vol. E94-B, no. 4, pp. 1062-1065, Apr. 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,
    "k-Top Scoring Pair Algorithm for Feature Selection in SVM with Applications to Microarray Data Classification,"
    Soft Computing, vol. 14, no. 2, pp. 151-159, 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 and Seunghyuk Lee,
    "Improved Intermediate Performance of Rateless Codes,"
    IEEE International Conference on Advanced Communication Technology '09, Korea, 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 and Donghyuk Shin,
    "Classification of Normal and Tumor Tissues Using Geometric Representation of Gene Expression Microarray Data,"
    in Lecture Notes in Artificial Intelligence, Springer, vol. 4617, pp. 393-402, 2007.
  • Saejoon Kim,
    "Complete Erasure Recovery of Irregular Repeat-Accumulate Codes,"
    IEEE International Symposium on Information Theory and its Applications '06, Seoul, Korea, 2006.
  • Saejoon Kim,
    "Turbo Decoding as an Instance of Expectation Maximization Algorithm,"
    in Lecture Notes in Computer Science, Springer, vol. 4232, pp. 371-378, 2006.
  • 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,
    "Thoughts on Expander Codes: Codes via Irregular Bipartite Graphs,"
    Annual Conference on Information Sciences and Systems '00, Princeton, USA, 2000.
  • Saejoon Kim and Stephen B. Wicker,
    "Improved Turbo Decoding through Belief Propagation,"
    IEEE Global Communications '99, Rio de Janeiro, Brazil, 1999.
  • 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)


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.


Books

  • Stephen B. Wicker and Saejoon Kim,
    Fundamentals of Codes, Graphs, and Iterative Decoding,
    Springer, Boston, MA, 2003.