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Roy H. Kwon
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Cited by
Year
A carrier’s optimal bid generation problem in combinatorial auctions for transportation procurement
CG Lee, RH Kwon, Z Ma
Transportation Research Part E: Logistics and Transportation Review 43 (2 …, 2007
1382007
Robust portfolio selection for index tracking
C Chen, RH Kwon
Computers & operations research 39 (4), 829-837, 2012
1202012
Optimizing the deployment of public access defibrillators
TCY Chan, D Demirtas, RH Kwon
Management science 62 (12), 3617-3635, 2016
982016
Financial and operational decisions in the electricity sector: Contract portfolio optimization with the conditional value-at-risk criterion
S Yau, RH Kwon, JS Rogers, D Wu
International Journal of Production Economics 134 (1), 67-77, 2011
872011
A stochastic programming winner determination model for truckload procurement under shipment uncertainty
Z Ma, RH Kwon, CG Lee
Transportation Research Part E: Logistics and Transportation Review 46 (1 …, 2010
872010
Optimization-based bidding in day-ahead electricity auction markets: A review of models for power producers
RH Kwon, D Frances
Handbook of networks in power systems I, 41-59, 2012
822012
Iterative combinatorial auctions with bidder-determined combinations
RH Kwon, G Anandalingam, LH Ungar
Management Science 51 (3), 407-418, 2005
612005
Risk parity portfolio optimization under a Markov regime-switching framework
G Costa, RH Kwon
Quantitative Finance 19 (3), 453-471, 2019
532019
A two-stage stochastic mixed-integer programming approach to the index tracking problem
SJ Stoyan, RH Kwon
Optimization and Engineering 11 (2), 247-275, 2010
512010
Introduction to linear optimization and extensions with MATLAB
RH Kwon
CRC Press, 2013
392013
Integrating prediction in mean-variance portfolio optimization
A Butler, RH Kwon
Quantitative Finance 23 (3), 429-452, 2023
362023
A constriction resistance model of conjugated polymer based piezoresistive sensors for electronic skin applications
N Khalili, HE Naguib, RH Kwon
Soft matter 12 (18), 4180-4189, 2016
302016
An integrated combinatorial auction mechanism for truckload transportation procurement
RH Kwon, CG Lee, Z Ma
University of Toronto, http://www. mie. utoronto. ca/labs/ilr/MultiRound …, 2005
302005
Chatgpt-based investment portfolio selection
O Romanko, A Narayan, RH Kwon
Operations Research Forum 4 (4), 91, 2023
282023
A constrained cluster-based approach for tracking the S&P 500 index
D Wu, RH Kwon, G Costa
International Journal of Production Economics 193, 222-243, 2017
272017
Factor-based robust index tracking
RH Kwon, D Wu
Optimization and Engineering 18, 443-466, 2017
272017
Fabrication, modeling and optimization of an ionic polymer gel actuator
C Jo, HE Naguib, RH Kwon
Smart Materials and Structures 20 (4), 045006, 2011
252011
A stochastic-goal mixed-integer programming approach for integrated stock and bond portfolio optimization
SJ Stoyan, RH Kwon
Computers & Industrial Engineering 61 (4), 1285-1295, 2011
242011
Generalized risk parity portfolio optimization: An ADMM approach
G Costa, RH Kwon
Journal of Global Optimization 78 (1), 207-238, 2020
222020
Portfolio selection under model uncertainty: a penalized moment-based optimization approach
JY Li, RH Kwon
Journal of Global Optimization 56, 131-164, 2013
222013
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Articles 1–20