Browse "Dept. of Industrial and Systems Engineering(산업및시스템공학과)" by Author Kim, Kyoung-Kuk
Showing results 1 to 48 of 48
| A mathematical model for multi-name credit based on community flocking Ha, Seung-Yeal; Kim, Kyoung-Kuk; Lee, Kiseop, QUANTITATIVE FINANCE, v.15, no.5, pp.841 - 851, 2015-05 |
| A recursive method for static replication of autocallable structured products Kim, Kyoung-Kuk; Lim, Dong Young, QUANTITATIVE FINANCE, v.19, no.4, pp.647 - 661, 2019-04 |
| A stochastic inventory model with price quotation Kim, Kyoung-Kuk; Liu, Jun; Lee, Chi-Guhn, IIE TRANSACTIONS, v.47, no.8, pp.851 - 864, 2015-08 |
| A study on 'Buy one get one with discount' promotional strategy by dynamic programming = 다이나믹 프로그래밍 방법을 통한 'buy one get one with discount' 전략에 대한 연구link Park, Sung-Gyun; 박승균; et al, 한국과학기술원, 2012 |
| Analysis and design of microfinance services: a case of ROSCA Ahn, Deung Geon; Kang, Wanmo; Kim, Kyoung-Kuk; Shin, Hayong, ENGINEERING ECONOMIST, v.62, no.3, pp.197 - 230, 2017-07 |
| Analysis of multi-market high frequency dynamics and trading strategy = 다중 시장의 고빈도 움직임 및 거래 전략에 대한 연구link Ju, Geonhwan; Kim, Kyoung-Kuk; 김경국; Shin, Hayong; et al, 한국과학기술원, 2019 |
| Beta approximation for bridge sampling Glasserman, P.; Kim, Kyoung-Kuk, Winter Simulation Conference (WSC 2008), pp.569 - 577, 2008-12-09 |
| Computing lower bounds on basket option prices by discretizing semi-infinite linear programming Cho, Hyunseok; Kim, Kyoung-Kuk; Lee, Kyungsik, OPTIMIZATION LETTERS, v.10, no.8, pp.1629 - 1644, 2016-12 |
| Constructing a personalized recommender system for life Insurance products with machine learning techniques Kong, Hyeongwoo; Yun, Wonje; Joo, Weonyoung; KIM, JUHYUN; Kim, Kyoung-Kuk; Moon, Il-Chul; Kim, Woo Chang, INTELLIGENT SYSTEMS IN ACCOUNTING FINANCE & MANAGEMENT, v.29, no.4, pp.242 - 253, 2022-10 |
| Customer segmentation in insurance industry using modularity-based mapper clustering algorithm = 모듈성 기반 메퍼 군집분석 알고리즘을 이용한 보험 산업에서의 고객 분류link Kim, Juhyun; Kim, Kyoung-Kuk; et al, 한국과학기술원, 2021 |
| Denoising Monte Carlo sensitivity estimates Kang, Wanmo; Kim, Kyoung-Kuk; Shin, Hayong, OPERATIONS RESEARCH LETTERS, v.40, no.3, pp.195 - 202, 2012-05 |
| Design of informal finance system: a case of ROSCA = 비공식 금융 시스템의 설계: ROSCA의 경우link Ahn, Deung-Geon; 안등건; et al, 한국과학기술원, 2013 |
| Dynamic pricing with "BOGO' promotion in revenue management Kim, Kyoung-Kuk; Lee, Chi-Guhn; Park, Sunggyun, INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH, v.54, no.17, pp.5283 - 5302, 2016-09 |
| Efficient Simulation for Expectations Over the Region Outside a Convex Polytope Ahn, Dohyun; Kim, Kyoung-Kuk, INFORMS Annual Meeting, INFORMS, 2017-10-25 |
| Efficient simulation for expectations over the union of half-spaces Ahn, Dohyun; Kim, Kyoung-Kuk, ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION, v.28, no.3, 2018-07 |
| Essays on dynamic pricing and learning multi-dimensional customer responses = 동적 가격 설정 및 다차원 고객 반응 학습에 관한 연구link Park, Sunggyun; Kim, Kyoung-Kuk; et al, 한국과학기술원, 2019 |
| Essays on economic decision making under climate risk = 기후변화 위험하의 경제적 의사결정에 관한 연구link Kim, Dowon; Kim, Kyoung-Kuk; et al, 한국과학기술원, 2019 |
| Evaluation and optimization of feed-in tariffs Kim, Kyoung-Kuk; Lee, Chi-Guhn, ENERGY POLICY, v.49, pp.192 - 203, 2012-10 |
| Fairing the gamma: an engineering approach to sensitivity estimation Kang, Wanmo; Kim, Kyoung-Kuk; Shin, Hayong, IIE TRANSACTIONS, v.46, no.4, pp.374 - 396, 2014-04 |
| Gamma expansion of the Heston stochastic volatility model Glasserman, P; Kim, Kyoung-Kuk, FINANCE AND STOCHASTICS, v.15, no.2, pp.267 - 296, 2011-06 |
| Improving upper confidence reinforcement learning with bootstrapping = 강화학습에서의 효율적 탐색을 위한 부트스트랩 기법의 활용link Kim, Sanghwa; Min, Seungki; 민승기; Kim, Kyoung-Kuk; et al, 한국과학기술원, 2022 |
| Input Uncertainty Quantification With Empirical Dependence Information Kim, Kyoung-Kuk; KIM, TAE HO, INFORMS Annual Meeting, INFORMS, 2019-10-21 |
| Learning multi-market microstructure from order book data Ju, Geonhwan; Kim, Kyoung-Kuk; Lim, Dong Young, QUANTITATIVE FINANCE, v.19, no.9, pp.1517 - 1529, 2019-09 |
| Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions Jena, Rudra P.; Kim, Kyoung-Kuk; Xing, Hao, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.122, no.8, pp.2961 - 2993, 2012-08 |
| Moment explosions and stationary distributions in affine diffusion models Glasserman, P; Kim, Kyoung-Kuk, MATHEMATICAL FINANCE, v.20, no.1, pp.1 - 33, 2010-01 |
| Multilevel monte carlo method for the heston model = 헤스톤 모형을 위한 다층 몬테카를로 기법 연구: 수렴성과 수치성능을 중심으로link Ryu, Heelang; 류희랑; et al, 한국과학기술원, 2016 |
| Multivariate stress scenario selection in interbank networks = 금융 네트워크에서의 다변수 스트레스 시나리오 결정link Kwon, Eunji; Kim, Kyoung-Kuk; et al, 한국과학기술원, 2020 |
| On Default Probabilities in Financial Networks Ahn, Dohyun; Chen, Nan; Kim, Kyoung-Kuk, INFORMS Annual Meeting, INFORMS, 2017-10-23 |
| Optimal Intervention under Stress Scenarios: A Case of the Korean Financial System Ahn, Dohyun; Kim, Kyoung-Kuk, OPERATIONS RESEARCH LETTERS, v.47, no.4, pp.257 - 263, 2019-07 |
| Optimization of spinning reserve considering demand response = 수요반응을 고려한 최적 순동예비력의 결정link Kim, Do-Won; 김도원; et al, 한국과학기술원, 2014 |
| Pricing and hedging parisian options = 파리지안 옵션의 가격결정과 헤징link Lim, Dong-Young; 임동영; et al, 한국과학기술원, 2014 |
| R&D outsourcing in an innovation-driven supply chain Kim, Kyoung-Kuk; Lim, Michael K., OPERATIONS RESEARCH LETTERS, v.43, no.1, pp.20 - 25, 2015-01 |
| Recursive Method for Static Options Replication of Complex Structured Products Kim, Kyoung-Kuk; Lim, Dong-Young, INFORMS Annual Meeting, INFORMS, 2017-10-24 |
| Risk Analysis and Hedging of Parisian Options under a Jump-Diffusion Model Kim, Kyoung-Kuk; Lim, Dong Young, JOURNAL OF FUTURES MARKETS, v.36, no.9, pp.819 - 850, 2016-09 |
| Risk analysis, valuation and hedging of financial derivatives = 금융 파생상품의 위험관리, 가치평가 및 헤징link Lim, Dongyoung; Kim, Kyoung-Kuk; et al, 한국과학기술원, 2019 |
| Risk analytics in financial networks : modeling, simulation, and stress testing = 금융 네트워크에서의 위험 분석 : 모델링, 시뮬레이션 및 스트레스 테스팅link Ahn, Dohyun; Kim, Kyoung-Kuk; et al, 한국과학기술원, 2018 |
| Risk Measurement via Simulation metamodeling Chen, Xi; Kim, Kyoung-Kuk, 한국경영과학회/산업공학회 춘계공동학술대회, 한국경영과학회, 2016-04-22 |
| Risk quantification and simulation metamodeling for extremal data = 극단적 데이터의 리스크 측정 및 시뮬레이션 메타모델링link Ryu, Heelang; Kim, Kyoung-Kuk; et al, 한국과학기술원, 2022 |
| Robust quantile estimation under bivariate extreme value models Kim, Sojung; Kim, Kyoung-Kuk; RYU, HEELANG, 11th Extreme Value Analysis Conference, Institute of Mathematical Statistics, 2019-07-03 |
| Robust quantile estimation under bivariate extreme value models Kim, Sojung; Kim, Kyoung-Kuk; Ryu, Heelang, EXTREMES, v.23, no.1, pp.55 - 83, 2020-03 |
| Sensitivity estimates for compound sums Glasserman, P.; Kim, Kyoung-Kuk, Eighth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing , 2008-07-08 |
| Simulation of Tempered Stable Levy Bridges and Its Applications Kim, Kyoung-Kuk; Kim, Sojung, OPERATIONS RESEARCH, v.64, no.2, pp.495 - 509, 2016-03 |
| Small-time asymptotics for implied volatility under the multifactor volatility Heston model = 다인자 헤스턴 확률변동성에 기반한 단기 내재 변동성 점근근사link Kim, Younghoon; Kim, Kyoung-Kuk; et al, 한국과학기술원, 2018 |
| Stability analysis of Riccati differential equations related to affine diffusion processes Kim, Kyoung-Kuk, JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, v.364, no.1, pp.18 - 31, 2010-04 |
| Static and dynamic hedging of multi-asset options = 다자산 옵션의 정적 및 동적 헤징에 관한 연구link Cho, Hyunseok; 조현석; et al, 한국과학기술원, 2016 |
| Static replication of barrier-type options via integral equations Kim, Kyoung-Kuk; Lim, Dong-Young, QUANTITATIVE FINANCE, v.21, no.2, pp.281 - 294, 2021-02 |
| Stochastic kriging with biased sample estimates Chen, Xi; Kim, Kyoung-Kuk, ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION, v.24, no.2, 2014-02 |
| Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm Kim, Kyoung-Kuk; Park, Kun Soo, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.237, no.2, pp.634 - 648, 2014-09 |
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