Young Shin Kim

18 papers A* 1B 1Journal 15Unranked 1
YearRankTypeTitle / Venue / Authors
2024 J jnl
Portfolio optimization with relative tail risk.
Ann. Oper. Res.
Young Shin Kim, Frank J. Fabozzi
2023 J jnl
Deep Calibration With Artificial Neural Network: A Performance Comparison on Option Pricing Models.
CoRR
Young Shin Kim, Hyangju Kim, Jaehyung Choi
2022 J jnl
Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model.
Ann. Oper. Res.
Young Shin Kim
2021 J jnl
Aumann-Serrano index of risk in portfolio optimization.
Math. Methods Oper. Res.
Tiantian Li, Young Shin Kim, Qi Fan, Fumin Zhu
2019 J jnl
Tempered stable process, first passage time, and path-dependent option pricing.
Comput. Manag. Sci.
Young Shin Kim
2017 J jnl
The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation.
Ann. Oper. Res.
Abhinav Anand, Tiantian Li, Tetsuo Kurosaki, Young Shin Kim
2015 J jnl
Multivariate tempered stable model with long-range dependence and time-varying volatility.
Frontiers Appl. Math. Stat.
Young Shin Kim
2015 J jnl
Periodic portfolio revision with transaction costs.
Math. Methods Oper. Res.
Krastyu Georgiev, Young Shin Kim, Stoyan Stoyanov
2013 J jnl
Multivariate stable distributions and generating densities.
Appl. Math. Lett.
Hassan Fallahgoul, S. M. Hashemiparast, Frank J. Fabozzi, Young Shin Kim
2013 J jnl
Normal tempered stable copula.
Appl. Math. Lett.
Young Shin Kim, David S. Volkmann
2012 J jnl
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model.
Ann. Oper. Res.
Young Shin Kim, Rosella Giacometti, Svetlozar T. Rachev, Frank J. Fabozzi, Domenico Mignacca
2012 J jnl
The fractional multivariate normal tempered stable process.
Appl. Math. Lett.
Young Shin Kim
2007 J jnl
The relative entropy in CGMY processes and its applications to finance.
Math. Methods Oper. Res.
Young Shin Kim, Jeong Hyun Lee
2006 — conf
Aerodynamic Analysis on the Supersonic Separation of Air-Launching Rocker from the Mother Plane.
ICCSA (5)
Young Mu Ji, Young Shin Kim, Jae Woo Lee, Young Hwan Byun, Jun Sang Park
2006 J jnl
Pattern detection of movement behaviors in genotype variation of Drosophila melanogaster by using self-organizing map.
Ecol. Informatics
Kyung-Hee Choi, Jung-Su Kim, Young Shin Kim, Mi-Ae Yoo, Tae-Soo Chon
1999 A* conf
A Real Time Detection Algorithm for Direction Error in Omnidirectional Image Sensors for Mobile Robots.
ICRA
Dongsung Kim, Young Shin Kim, Wook Hyun Kwon
1998 J jnl
Network conscious design of distributed real-time systems.
J. Syst. Archit.
Jung Woo Park, Young Shin Kim, Seongsoo Hong, Manas Saksena, Sam H. Noh, Wook Hyun Kwon
1997 B conf
Scheduling algorithm for programmable logic controllers with remote I/Os.
RTCSA
Seungkweon Jeong, Young Shin Kim, Wook Hyun Kwon