Young Shin Kim

Publication Activity (10 Years)

Years Active: 1997-2023
Publications (10 Years): 7

Top Topics

Multivariate Normal

Portfolio Optimization

Top Venues

Ann. Oper. Res.

Appl. Math. Lett.

Math. Methods Oper. Res.

Publications

Young Shin Kim, Hyangju Kim, Jaehyung Choi
Deep Calibration With Artificial Neural Network: A Performance Comparison on Option Pricing Models. CoRR (2023)
Young Shin Kim
Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model. Ann. Oper. Res. 312 (2) (2022)
Tiantian Li, Young Shin Kim, Qi Fan, Fumin Zhu
Aumann-Serrano index of risk in portfolio optimization. Math. Methods Oper. Res. 94 (2) (2021)
Young Shin Kim
Tempered stable process, first passage time, and path-dependent option pricing. Comput. Manag. Sci. 16 (1-2) (2019)
Abhinav Anand, Tiantian Li, Tetsuo Kurosaki, Young Shin Kim
The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation. Ann. Oper. Res. 253 (1) (2017)
Krastyu Georgiev, Young Shin Kim, Stoyan Stoyanov
Periodic portfolio revision with transaction costs. Math. Methods Oper. Res. 81 (3) (2015)
Young Shin Kim
Multivariate tempered stable model with long-range dependence and time-varying volatility. Frontiers Appl. Math. Stat. 1 (2015)
Hassan Fallahgoul, S. M. Hashemiparast, Frank J. Fabozzi, Young Shin Kim
Multivariate stable distributions and generating densities. Appl. Math. Lett. 26 (3) (2013)
Young Shin Kim, David S. Volkmann
Normal tempered stable copula. Appl. Math. Lett. 26 (7) (2013)
Young Shin Kim, Rosella Giacometti, Svetlozar T. Rachev, Frank J. Fabozzi, Domenico Mignacca
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model. Ann. Oper. Res. 201 (1) (2012)
Young Shin Kim
The fractional multivariate normal tempered stable process. Appl. Math. Lett. 25 (12) (2012)
Young Shin Kim, Jeong Hyun Lee
The relative entropy in CGMY processes and its applications to finance. Math. Methods Oper. Res. 66 (2) (2007)
Young Mu Ji, Young Shin Kim, Jae Woo Lee, Young Hwan Byun, Jun Sang Park
Aerodynamic Analysis on the Supersonic Separation of Air-Launching Rocker from the Mother Plane. ICCSA (5) (2006)
Kyung-Hee Choi, Jung-Su Kim, Young Shin Kim, Mi-Ae Yoo, Tae-Soo Chon
Pattern detection of movement behaviors in genotype variation of Drosophila melanogaster by using self-organizing map. Ecol. Informatics 1 (3) (2006)
Dongsung Kim, Young Shin Kim, Wook Hyun Kwon
A Real Time Detection Algorithm for Direction Error in Omnidirectional Image Sensors for Mobile Robots. ICRA (1999)
Jung Woo Park, Young Shin Kim, Seongsoo Hong, Manas Saksena, Sam H. Noh, Wook Hyun Kwon
Network conscious design of distributed real-time systems. J. Syst. Archit. 45 (2) (1998)
Seungkweon Jeong, Young Shin Kim, Wook Hyun Kwon
Scheduling algorithm for programmable logic controllers with remote I/Os. RTCSA (1997)