Jang-Min Oh
Biointelligence Lab (BI)
School of Computer Sci. and Eng.
Seoul National University
Seoul 151-742, Korea

Office: 301-419
Phone: +82-2-880-1847
Fax: +82-2-875-2240
E-mail: jangmin.o@nhncorp.com 
Personal home page: http://knight.snu.ac.kr/jmoh/tech.html

Research interests: dynamic Bayesian networks, reinforcement learning, optimization, stockmarket analysis, bayesian statistics

Publications:

  • Jangmin O, Jongwoo Lee, Jae Won Lee, and Byoung-Tak Zhang, Adaptive Stock Trading with Dynamic Asset Allocation using Reinforcement Learning, Information Sicences, accepted, 2005.
  • Jangmin O, Jongwoo Lee, Jae Won Lee, and Byoung-Tak Zhang, Dynamic Asset Allocation for Stock Trading Optimized by Evolutionary Computation, IEICE trans. Inf. & Syst. E88-D(6), pp. 1217-1223, 2005.
  • Jangmin O, Jae Won Lee, Jongwoo Lee, and Byoung-Tak Zhang, Dynamic Asset Allocation Exploiting Predictors in Reinforcement Learning Framework, ECML 2004, pp. 298-309, 2004.
  • Jangmin O, Jae Won Lee, Sung-Bae Park, and Byoung-Tak Zhang, Stock Trading by Modelling Price Trend with Dynamic Bayesian Networks, IDEAL 2004, pp. 794-799, 2004.
  • Seong-Bae Park, Jangmin O, and Sang-Jo Lee, Part-of-Speech Tagging  and PP Attachment Disambiguation Using a Boosted Maximum Entropy Model, PRICAI 2004, pp. 930-931, 2004.
  • Jae Won Lee and Jangmin O, A Multi-agent Q-learning Framework for Optimizing Stock Trading Systems, DEXA 2002, pp. 153-162, 2002.
  • Jangmin O, Jae Won Lee, and Byoung-Tak Zhang, Stock Trading System Using Reinforcement Learning with Cooperative Agents, ICML2002, pp. 451-458, 2002.
  • Jangmin O and Byoung-Tak Zhang, Boosting Linear Perceptrons for Unbalanced Data, ICONIP2000, 2000.
  • 오장민, 이종우, 장병탁, 지역 투자 정책을 이용한 강화학습 기반 동적 자산 할당 기법, 정보과학회논문지, 32(8), pp. 693-703, 2005
  • 오장민, 장병탁, 가우시안 혼합 출력 HMM을 위한 변분 베이지안 방법, 한국컴퓨터종합학술대회, pp. 619-621, 2005.
  • 오장민, 장병탁, 부스팅 기법에 의한 불균형 데이터 문제 해소, 한국 뇌학회 학술대회 논문집, pp. 54, 2000.
  • Jangmin O and Byoung-Tak Zhang, Text Filtering by Boosting Linear Perceptrons, Journal of Fuzzy Logic and Intelligent Systems, vol. 10, no. 6, pp. 373-378, 2000.
  • 오장민, 장병탁, SVM 학습을 이용한 다중 클래스 뉴스그룹 문서 분류, 한국정보과학회 가을 학술발표 논문집(II), pp. 60-62, 1999.