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Uniform-in-time asymptotic limits of generalized Kuramoto models
  • 2025-09-15
  • Journal of Differential Equations, Vol.439
  • Academic Press Inc.
Mathematical modeling of trend cycle: Fad, fashion and classicoa mark
  • 2025-02-01
  • Physica D: Nonlinear Phenomena, Vol.472
  • Elsevier B.V.
Deep learning of optimal exercise boundaries for American options
  • 2025-01-01
  • International Journal of Computer Mathematics, Vol.102 No.4, pp.595-622
  • Taylor and Francis Ltd.
ScoreCL: augmentation-adaptive contrastive learning via score-matching functionoa mark
  • Kim, Jin Young;
  • Kwon, Soonwoo;
  • Go, Hyojun;
  • Lee, Yunsung;
  • Choi, Seungtaek;
  • Kim, Hyun Gyoon
  • 2025-01-01
  • Machine Learning, Vol.114 No.1
  • Springer
개인 특성별 이질적 인플레이션율과 실질 소비 탄력성
  • 2024-12
  • 금융연구, Vol.38 No.4, pp.127-174
  • 한국금융학회
Option Pricing and Local Volatility Surface by Physics-Informed Neural Network
  • 2024-11-01
  • Computational Economics, Vol.64 No.5, pp.3143-3159
  • Springer
Comparing Valuation Measures as a Predictor of the Value Premium
  • 2024-11-01
  • Asian Review of Financial Research, Vol.37 No.4, pp.33-67
  • Korean Finance Association
가치측도에 따른 가치 프리미엄의 예측 성과
  • 2024-11
  • 재무연구, Vol.37 No.4, pp.33-67
  • 한국재무학회
Integrating Factor Models Using Bayesian Model Averaging: Evidence from Koreaoa mark
  • 2024-10-01
  • Korean Journal of Financial Studies, Vol.53 No.5, pp.555-591
  • Korean Securities Association
베이지안 모형 평균을 적용한 통합 요인 모형의 한국 주식시장 성과
  • 2024-10
  • 한국증권학회지, Vol.53 No.5, pp.555-591
  • 한국증권학회
물리정보 신경망을 활용한 미국형 옵션 가격 결정
  • 2024-06
  • 한국정보기술학회논문지, Vol.22 No.6, pp.189-199
  • 한국정보기술학회
1차원 ELS 가치 평가를 위한 DeepBSDE의 활용
  • 2024-06
  • 경영과학, Vol.41 No.2, pp.37-49
  • 한국경영과학회
Option Pricing and Construction of Implied Volatility Surface based on Physics-Informed Neural Network
  • 2024-06
  • 金融工學硏究, Vol.23 No.2, pp.19-36
  • 한국금융공학회
Endogenous Credit, Business Cycle, and Portfolio Selection
  • Choi, Kyoung Jin;
  • Koo, Hyeng Keun;
  • Lim, Byung Hwa;
  • Yoo, Jane
  • 2024-05-01
  • Operations Research, Vol.72 No.3, pp.871-884
  • INFORMS Inst.for Operations Res.and the Management Sciences
On the Interactions of Flocking Particles with the Stokes Flow in an Infinite Channel
  • 2024-05-01
  • Journal of Mathematical Fluid Mechanics, Vol.26 No.2
  • Birkhauser
Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model
  • 2024-05-01
  • North American Journal of Economics and Finance, Vol.72
  • Elsevier Inc.
개인신용평가 모델을 위한 데이터 증강과 전이학습
  • 2024-03
  • 한국정보기술학회논문지, Vol.22 No.3, pp.11-21
  • 한국정보기술학회
Deep learning of optimal exercise boundaries for American options
  • 2024-01-01
  • International Journal of Computer Mathematics
  • Taylor and Francis Ltd.
Physics-informed convolutional transformer for predicting volatility surfaceoa mark
  • 2024-01-01
  • Quantitative Finance, Vol.24 No.2, pp.203-220
  • Routledge
Considering Appropriate Input Features of Neural Network to Calibrate Option Pricing Models
  • 2024-01-01
  • Computational Economics
  • Springer
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