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Roy H. Kwon

Observed names: Kwon, Roy, Kwon, Roy H, Kwon, Roy H., R H Kwon, R. H. Kwon, Roy H Kwon, Roy H.Kwon, Roy Kwon
Observed institution: University of Toronto
ORCID: 0000-0002-0502-1607
Observed ORCID: 0000-0002-0502-1607
OpenAlex ID: A5026867352
A carrier’s optimal bid generation problem in combinatorial auctions for transportation procurement
2006 · Chi-Guhn Lee, Roy H. Kwon, et al. · Transportation Research Part E Logistics and Transportation Review · 103
Optimizing the Deployment of Public Access Defibrillators
2016 · Timothy C. Y. Chan, Derya Demirtas, et al. · Management Science · 93
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Robust portfolio selection for index tracking
2010 · Chen Chen, Roy H. Kwon · Computers & Operations Research · 86
A stochastic programming winner determination model for truckload procurement under shipment uncertainty
2009 · Zhong Ma, Roy H. Kwon, et al. · Transportation Research Part E Logistics and Transportation Review · 72
Optimization-Based Bidding in Day-Ahead Electricity Auction Markets: A Review of Models for Power Producers
2011 · Roy H. Kwon, Daniel Frances · Energy systems · 58
Financial and operational decisions in the electricity sector: Contract portfolio optimization with the conditional value-at-risk criterion
2010 · Sheena Yau, Roy H. Kwon, et al. · International Journal of Production Economics · 54
ChatGPT-Based Investment Portfolio Selection
2023 · Oleksandr Romanko, Akhilesh Narayan, et al. · Operations Research Forum · 48
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Risk parity portfolio optimization under a Markov regime-switching framework
2018 · Giorgio Costa, Roy H. Kwon · Quantitative Finance · 46
Iterative Combinatorial Auctions with Bidder-Determined Combinations
2005 · R. H. Kwon, G. Anandalingam, et al. · Management Science · 44
Integrating Prediction in Mean-Variance Portfolio Optimization
2021 · Andrew Butler, Roy H. Kwon · Quantitative Finance · 37
A two-stage stochastic mixed-integer programming approach to the index tracking problem
2009 · Stephen J. Stoyan, Roy H. Kwon · Optimization and Engineering · 35
A constrained cluster-based approach for tracking the S&P 500 index
2017 · Dexiang Wu, Roy H. Kwon, et al. · International Journal of Production Economics · 27
A constriction resistance model of conjugated polymer based piezoresistive sensors for electronic skin applications
2016 · N. Khalili, H. E. Naguib, et al. · Soft Matter · 27
A Stochastic-Goal Mixed-Integer Programming approach for integrated stock and bond portfolio optimization
2011 · Stephen J. Stoyan, Roy H. Kwon · Computers & Industrial Engineering · 23
Multi-Period Portfolio Optimization with Investor Views under Regime Switching
2020 · Razvan Oprisor, Roy Kwon · Journal of risk and financial management · 21
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Cardinality Constrained Risk Parity Portfolios
2020 · Hassan T. Anis, Roy H. Kwon · European Journal of Operational Research · 20
Factor-based robust index tracking
2016 · Roy H. Kwon, Dexiang Wu · Optimization and Engineering · 20
Generalized Risk Parity Portfolio Optimization: An ADMM Approach
2020 · Giorgio Costa, Roy H. Kwon · Journal of Global Optimization · 18
Market Graph Clustering via QUBO and Digital Annealing
2021 · Seo Woo Hong, Pierre Miasnikof, et al. · Journal of risk and financial management · 17
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Risk Return Trade-Off in Relaxed Risk Parity Portfolio Optimization
2020 · Vaughn Gambeta, Roy Kwon · Journal of risk and financial management · 16
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Portfolio selection under model uncertainty: a penalized moment-based optimization approach
2012 · Jonathan Y. Li, Roy H. Kwon · Journal of Global Optimization · 16
Fabrication, modeling and optimization of an ionic polymer gel actuator
2011 · Choonghee Jo, Hani E Naguib, et al. · Smart Materials and Structures · 16
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Efficient differentiable quadratic programming layers: an ADMM approach
2022 · Andrew Butler, Roy H. Kwon · Computational Optimization and Applications · 14
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Valuation of performance-based contracts for capital equipment: A stochastic programming approach
2016 · Mohammadreza Sharifi, Roy H. Kwon, et al. · The Engineering Economist · 13
Introduction to Linear Optimization and Extensions with MATLAB
2013 · Roy H. Kwon · CRC Press eBooks · 13
Works count: 90
Citation count: 1,157
H-index: 18
I10-index: 30
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