Islip and Kwon, Two-Stage Stochastic Red-Blue Set Covering: A Decomposition Approach, Journal of Global Optimization, 91, 923–951, 2025.
Islip and Kwon, Integration of Support Vector Machines and Mean-Variance Optimization for Capital Allocation, European Journal of Operational Research, 322(3): 1045-1058, 2024.
Gaskin, Kalim, Wallace, Islip, Kwon, and Liew, Portfolio Optimization Techniques for Cryptocurrencies, The Journal of Investing, 32(3), 50–65, 2023.
Islip, Wei, and Kwon, Managing construction risk with weather derivatives, The Engineering Economist, 66(2), 150–184, 2020.
Grunnesjö, Islip, Li, Lu, and Kwon, A Regime-Switching Decision Support System for Dynamic Portfolio Optimization, Annals of Operations Research (major revision), 2025.
Islip, Kwon, Bae, and Kim, Contextual Scenario Generation for Two-Stage Stochastic Programming, Computational Optimization and Applications (major revision), 2025.
Purcaru, Islip, and Kwon, Mixed-Integer Optimization for Cross-Validated Feature Selection in Linear Classification, Journal of Optimization Theory and Applications (major revision), 2025.