Hyun-Gyoon Kim

Publication Activity (10 Years)

Years Active: 2022-2024
Publications (10 Years): 6

Top Topics

Recurrent Neural Networks

Diffusion Models

Top Venues

Comput. Appl. Math.

Appl. Math. Comput.

Int. J. Comput. Math.

Publications

Jin-Young Kim, Hyojun Go, Soonwoo Kwon, Hyun-Gyoon Kim
Denoising Task Difficulty-based Curriculum for Training Diffusion Models. CoRR (2024)
Hyun-Gyoon Kim, So-Yoon Cho, Jeong-Hoon Kim
A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model. Comput. Appl. Math. 42 (6) (2023)
Hyun-Gyoon Kim, Jeong-Hoon Kim
Forecasting the elasticity of variance with LSTM recurrent neural networks. Int. J. Comput. Math. 100 (1) (2023)
Hyun-Gyoon Kim, Jeong-Hoon Kim
A stochastic-local volatility model with Le'vy jumps for pricing derivatives. Appl. Math. Comput. 451 (2023)
Hyun-Gyoon Kim, Se-Jin Kwon, Jeong-Hoon Kim, Jeonggyu Huh
Pricing path-dependent exotic options with flow-based generative networks. Appl. Soft Comput. 124 (2022)
Tae-Kyoung Kim, Hyun-Gyoon Kim, Jeonggyu Huh
Large-scale online learning of implied volatilities. Expert Syst. Appl. 203 (2022)