FeLab_SmartBeta

Project Introduction

This is code for introducing investment strategies using smart beta strategies written by referring to "Smart Beta, 감정을 이기는 퀀트투자 스마트 베타".

Period

2023.07.05 - 2023.08.27

Acknowledgement

This work was supported by Institute of Information & communications Technology Planning & Evaluation (IITP) grant funded by the Korea government(MSIT) (No.RS-2022-00155911, Artificial Intelligence Convergence Innovation Human Resources Development (Kyung Hee University))

Author

• Ji Young Yoo
  Master's student, Financial Engineering Lab, Department of Big Data Analytics Graduate School, Kyung Hee University

• [Advisor] Jang Ho Kim, Ph.D.
  Associate professor, Department of Industrial and Management Systems Engineering, College of Engineering, Kyung Hee University