Hyun-Gyoon Kim

14 papers A* 1Journal 13
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
Deep learning of optimal exercise boundaries for American options.
Int. J. Comput. Math.
Hyun-Gyoon Kim, Jeonggyu Huh
2025 A* conf
Denoising Task Difficulty-based Curriculum for Training Diffusion Models.
ICLR
Jin-Young Kim, Hyojun Go, Soonwoo Kwon, Hyun-Gyoon Kim
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
Forecasting VIX using interpretable Kolmogorov-Arnold networks.
CoRR
So-Yoon Cho, Sungchul Lee, Hyun-Gyoon Kim
2025 J jnl
Forecasting VIX using interpretable Kolmogorov-Arnold networks.
Expert Syst. Appl.
So-Yoon Cho, Sungchul Lee, Hyun-Gyoon Kim
2025 J jnl
ScoreCL: augmentation-adaptive contrastive learning via score-matching function.
Mach. Learn.
Jin-Young Kim, Soonwoo Kwon, Hyojun Go, Yunsung Lee, Seungtaek Choi, Hyun-Gyoon Kim
2024 J jnl
Denoising Task Difficulty-based Curriculum for Training Diffusion Models.
CoRR
Jin-Young Kim, Hyojun Go, Soonwoo Kwon, Hyun-Gyoon Kim
2023 J jnl
A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model.
Comput. Appl. Math.
Hyun-Gyoon Kim, So-Yoon Cho, Jeong-Hoon Kim
2023 J jnl
A stochastic-local volatility model with Le'vy jumps for pricing derivatives.
Appl. Math. Comput.
Hyun-Gyoon Kim, Jeong-Hoon Kim
2023 J jnl
Forecasting the elasticity of variance with LSTM recurrent neural networks.
Int. J. Comput. Math.
Hyun-Gyoon Kim, Jeong-Hoon Kim
2022 J jnl
Large-scale online learning of implied volatilities.
Expert Syst. Appl.
Tae-Kyoung Kim, Hyun-Gyoon Kim, Jeonggyu Huh
2022 J jnl
Pricing path-dependent exotic options with flow-based generative networks.
Appl. Soft Comput.
Hyun-Gyoon Kim, Se-Jin Kwon, Jeong-Hoon Kim, Jeonggyu Huh