Young Shin Kim

According to our database, Young Shin Kim authored at least 18 papers between 1997 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Portfolio optimization with relative tail risk.

Young Shin Kim, Frank J. Fabozzi

Ann. Oper. Res., October, 2024

2023

Deep Calibration With Artificial Neural Network: A Performance Comparison on Option Pricing Models.

Young Shin Kim, Hyangju Kim, Jaehyung Choi

CoRR, 2023

2022

Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model.

Young Shin Kim

Ann. Oper. Res., 2022

2021

Aumann-Serrano index of risk in portfolio optimization.

Tiantian Li, Young Shin Kim, Qi Fan, Fumin Zhu

Math. Methods Oper. Res., 2021

2019

Tempered stable process, first passage time, and path-dependent option pricing.

Young Shin Kim

Comput. Manag. Sci., 2019

2017

The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation.

Abhinav Anand, Tiantian Li, Tetsuo Kurosaki, Young Shin Kim

Ann. Oper. Res., 2017

2015

Periodic portfolio revision with transaction costs.

Krastyu Georgiev, Young Shin Kim, Stoyan Stoyanov

Math. Methods Oper. Res., 2015

Multivariate tempered stable model with long-range dependence and time-varying volatility.

Young Shin Kim

Frontiers Appl. Math. Stat., 2015

2013

Normal tempered stable copula.

Young Shin Kim, David S. Volkmann

Appl. Math. Lett., 2013

Multivariate stable distributions and generating densities.

Hassan Fallahgoul, S. M. Hashemiparast, Frank J. Fabozzi, Young Shin Kim

Appl. Math. Lett., 2013

2012

The fractional multivariate normal tempered stable process.

Young Shin Kim

Appl. Math. Lett., 2012

Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model.

Young Shin Kim, Rosella Giacometti, Svetlozar T. Rachev, Frank J. Fabozzi, Domenico Mignacca

Ann. Oper. Res., 2012

2007

The relative entropy in CGMY processes and its applications to finance.

Young Shin Kim, Jeong Hyun Lee

Math. Methods Oper. Res., 2007

2006

Pattern detection of movement behaviors in genotype variation of Drosophila melanogaster by using self-organizing map.

Kyung-Hee Choi, Jung-Su Kim, Young Shin Kim, Mi-Ae Yoo, Tae-Soo Chon

Ecol. Informatics, 2006

Aerodynamic Analysis on the Supersonic Separation of Air-Launching Rocker from the Mother Plane.

Young Mu Ji, Young Shin Kim, Jae Woo Lee, Young Hwan Byun, Jun Sang Park

Proceedings of the Computational Science and Its Applications, 2006

1999

A Real Time Detection Algorithm for Direction Error in Omnidirectional Image Sensors for Mobile Robots.

Dongsung Kim, Young Shin Kim, Wook Hyun Kwon

Proceedings of the 1999 IEEE International Conference on Robotics and Automation, 1999

1998

Network conscious design of distributed real-time systems.

Jung Woo Park, Young Shin Kim, Seongsoo Hong, Manas Saksena, Sam H. Noh, Wook Hyun Kwon

J. Syst. Archit., 1998

1997

Scheduling algorithm for programmable logic controllers with remote I/Os.

Seungkweon Jeong, Young Shin Kim, Wook Hyun Kwon

Proceedings of the 4th International Workshop on Real-Time Computing Systems and Applications (RTCSA '97), 1997