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Young Shin Kim
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2020 – today
- 2023
- [i1]Young Shin Kim, Hyangju Kim, Jaehyung Choi:
Deep Calibration With Artificial Neural Network: A Performance Comparison on Option Pricing Models. CoRR abs/2303.08760 (2023) - 2022
- [j13]Young Shin Kim
:
Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model. Ann. Oper. Res. 312(2): 853-881 (2022) - 2021
- [j12]Tiantian Li, Young Shin Kim, Qi Fan, Fumin Zhu
:
Aumann-Serrano index of risk in portfolio optimization. Math. Methods Oper. Res. 94(2): 197-217 (2021)
2010 – 2019
- 2019
- [j11]Young Shin Kim
:
Tempered stable process, first passage time, and path-dependent option pricing. Comput. Manag. Sci. 16(1-2): 187-215 (2019) - 2017
- [j10]Abhinav Anand, Tiantian Li, Tetsuo Kurosaki
, Young Shin Kim
:
The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation. Ann. Oper. Res. 253(1): 21-41 (2017) - 2015
- [j9]Young Shin Kim
:
Multivariate tempered stable model with long-range dependence and time-varying volatility. Frontiers Appl. Math. Stat. 1: 1 (2015) - [j8]Krastyu Georgiev, Young Shin Kim
, Stoyan Stoyanov:
Periodic portfolio revision with transaction costs. Math. Methods Oper. Res. 81(3): 337-359 (2015) - 2013
- [j7]Hassan Fallahgoul
, S. M. Hashemiparast, Frank J. Fabozzi, Young Shin Kim
:
Multivariate stable distributions and generating densities. Appl. Math. Lett. 26(3): 324-329 (2013) - [j6]Young Shin Kim
, David S. Volkmann:
Normal tempered stable copula. Appl. Math. Lett. 26(7): 676-680 (2013) - 2012
- [j5]Young Shin Kim
, Rosella Giacometti
, Svetlozar T. Rachev, Frank J. Fabozzi, Domenico Mignacca:
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model. Ann. Oper. Res. 201(1): 325-343 (2012) - [j4]Young Shin Kim
:
The fractional multivariate normal tempered stable process. Appl. Math. Lett. 25(12): 2396-2401 (2012)
2000 – 2009
- 2007
- [j3]Young Shin Kim
, Jeong Hyun Lee:
The relative entropy in CGMY processes and its applications to finance. Math. Methods Oper. Res. 66(2): 327-338 (2007) - 2006
- [j2]Kyung-Hee Choi, Jung-Su Kim, Young Shin Kim, Mi-Ae Yoo, Tae-Soo Chon:
Pattern detection of movement behaviors in genotype variation of Drosophila melanogaster by using self-organizing map. Ecol. Informatics 1(3): 219-228 (2006) - [c3]Young Mu Ji, Young Shin Kim, Jae Woo Lee, Young Hwan Byun, Jun Sang Park:
Aerodynamic Analysis on the Supersonic Separation of Air-Launching Rocker from the Mother Plane. ICCSA (5) 2006: 457-466
1990 – 1999
- 1999
- [c2]Dongsung Kim, Young Shin Kim, Wook Hyun Kwon:
A Real Time Detection Algorithm for Direction Error in Omnidirectional Image Sensors for Mobile Robots. ICRA 1999: 2982-2987 - 1998
- [j1]Jung Woo Park, Young Shin Kim, Seongsoo Hong, Manas Saksena, Sam H. Noh, Wook Hyun Kwon:
Network conscious design of distributed real-time systems. J. Syst. Archit. 45(2): 131-156 (1998) - 1997
- [c1]Seungkweon Jeong, Young Shin Kim, Wook Hyun Kwon:
Scheduling algorithm for programmable logic controllers with remote I/Os. RTCSA 1997: 87-
Coauthor Index
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