Hyejin Ku

11 papers A* 1Journal 10
YearRankTypeTitle / Venue / Authors
2026 J jnl
Decoupling Time and Risk: Risk-Sensitive Reinforcement Learning with General Discounting.
CoRR
Mehrdad Moghimi, Anthony Coache, Hyejin Ku
2026 J jnl
Risk-sensitive actor-critic with static spectral risk measures for online and offline reinforcement learning.
Expert Syst. Appl.
Mehrdad Moghimi, Hyejin Ku
2025 A* conf
Beyond CVaR: Leveraging Static Spectral Risk Measures for Enhanced Decision-Making in Distributional Reinforcement Learning.
ICML
Mehrdad Moghimi, Hyejin Ku
2025 J jnl
Beyond CVaR: Leveraging Static Spectral Risk Measures for Enhanced Decision-Making in Distributional Reinforcement Learning.
CoRR
Mehrdad Moghimi, Hyejin Ku
2025 J jnl
Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning.
CoRR
Mehrdad Moghimi, Hyejin Ku
2022 J jnl
Risk-sensitive policies for portfolio management.
Expert Syst. Appl.
Mingfu Wang, Hyejin Ku
2021 J jnl
Sequence-based clustering applied to long-term credit risk assessment.
Expert Syst. Appl.
Richard Le, Hyejin Ku, Doobae Jun
2021 J jnl
Utilizing historical data for corporate credit rating assessment.
Expert Syst. Appl.
Mingfu Wang, Hyejin Ku
2017 J jnl
Portfolio optimization for a large investor under partial information and price impact.
Math. Methods Oper. Res.
Zehra Eksi, Hyejin Ku
2007 J jnl
Coherent multiperiod risk adjusted values and Bellman's principle.
Ann. Oper. Res.
Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath, Hyejin Ku
2006 J jnl
Consistency among trading desks.
Finance Stochastics
David Heath, Hyejin Ku