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An article published in the April 2019 issue of IISE Magazine highlights research by Dr. Youngmin Kim, assistant professor at Soonchunhyang University in Asan, South Korea, and Dr. David Enke, professor of engineering management and systems engineering at Missouri S&T. The magazine is published by the Institute of Industrial Systems and Engineers.
Kim and Enke’s paper, “A Dynamic Target Volatility Strategy for Asset Allocation using Artificial Neural Networks,” was published in 2018 in The Engineering Economist.
The IISE Magazine article describes the development of an intelligent target volatility strategy for asset allocation. The model acts as a risk-management technique for achieving long-term investment and capital allocation objectives, allowing investors to achieve expected long-term returns, even as the volatility of individual assets and the markets change over time.