Junhyun Cho

Publication Activity (10 Years)

Years Active: 2022-2023
Publications (10 Years): 3

Top Topics

Optimization Methods

Gaussian Derivatives

Levenberg Marquardt

Top Venues

Comput. Math. Appl.

Appl. Math. Comput.

Neural Networks

Publications

Donghee Yang, Junhyun Cho, Sungchul Lee
A scalable second order optimizer with an adaptive trust region for neural networks. Neural Networks 167 (2023)
Junhyun Cho, Donghee Yang, Yejin Kim, Sungchul Lee
An operator splitting method for multi-asset options with the Feynman-Kac formula. Comput. Math. Appl. 135 (2023)
Junhyun Cho, Yejin Kim, Sungchul Lee
An accurate and stable numerical method for option hedge parameters. Appl. Math. Comput. 430 (2022)