Hyeng Keun Koo

17 papers Journal 17
YearRankTypeTitle / Venue / Authors
2026 J jnl
Diffolio: A diffusion model for multivariate probabilistic financial time-series forecasting and portfolio construction.
Inf. Fusion
So-Yoon Cho, Jin-Young Kim, Kayoung Ban, Hyeng Keun Koo, Hyun-Gyoon Kim
2026 J jnl
MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks.
CoRR
Jeonggyu Huh, Seungwon Jeong, Hyun-Gyoon Kim, Hyeng Keun Koo, Byung Hwa Lim
2025 J jnl
Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction.
CoRR
So-Yoon Cho, Jin-Young Kim, Kayoung Ban, Hyeng Keun Koo, Hyun-Gyoon Kim
2025 J jnl
Note on intertemporal preference with loss aversion.
Math. Soc. Sci.
Kyoung Jin Choi, Junkee Jeon, Hyeng Keun Koo
2024 J jnl
A Two-Person Zero-Sum Game Approach for a Retirement Decision with Borrowing Constraints.
SIAM J. Financial Math.
Junkee Jeon, Hyeng Keun Koo, Minsuk Kwak
2024 J jnl
Endogenous Credit, Business Cycle, and Portfolio Selection.
Oper. Res.
Kyoung Jin Choi, Hyeng Keun Koo, Byung Hwa Lim, Jane Yoo
2022 J jnl
Intertemporal preference with loss aversion: Consumption and risk-attitude.
J. Econ. Theory
Kyoung Jin Choi, Junkee Jeon, Hyeng Keun Koo
2021 J jnl
Finite horizon portfolio selection with durable goods.
Math. Soc. Sci.
Junkee Jeon, Hyeng Keun Koo, Kyunghyun Park
2021 J jnl
Optimal consumption/investment and retirement with necessities and luxuries.
Math. Methods Oper. Res.
Hyeng Keun Koo, Kum-Hwan Roh, Yong Hyun Shin
2020 J jnl
Continuous-Time Portfolio Selection: A Cursory Survey.
Frontiers Appl. Math. Stat.
Se Yung Bae, Junkee Jeon, Hyeng Keun Koo
2019 J jnl
Ratcheting with a bliss level of consumption.
Optim. Lett.
Junkee Jeon, Hyeng Keun Koo, Yong Hyun Shin
2018 J jnl
Optimal Consumption and Portfolio Selection with Early Retirement Option.
Math. Oper. Res.
Zhou Yang, Hyeng Keun Koo
2015 J jnl
Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function.
Math. Oper. Res.
Alain Bensoussan, Abel Cadenillas, Hyeng Keun Koo
2011 J jnl
Optimal Switching of One-Dimensional Reflected BSDEs and Associated Multidimensional BSDEs with Oblique Reflection.
SIAM J. Control. Optim.
Shanjian Tang, Wei Zhong, Hyeng Keun Koo
2011 J jnl
The crisis and financial engineering.
Risk Decis. Anal.
Hyeng Keun Koo, Gyoocheol Shim
2005 J jnl
A preference change and discretionary stopping in a consumption and porfolio selection problem.
Math. Methods Oper. Res.
Kyoung Jin Choi, Hyeng Keun Koo
1999 J jnl
Consumption and portfolio selection with labor income: A discrete-time approach.
Math. Methods Oper. Res.
Hyeng Keun Koo