ScholarWorks@Korea University: KIM, HONG JOONG

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KIM, HONG JOONG (김홍중)

College of Science (Department of Mathematics)

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Tel 02-3290-3088
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option pricing:4||American options:3||polynomial chaos:3||machine learning:2||binomial tree method:2||Forced Kortewegde Vries equation:2||forecasting:2||Stability:2||conservation laws:2||adaptive mesh refinement:2||Machine learning:2||Option pricing:2||Polynomial chaos:2||Solitary waves:2||long short term memory algorithm:1||Bayes&apos:1||theorem:1||Relaxation method:1||Adaptive methods:1||Local averaging:1||Numerical stability:1||stochastic differential equation:1||finite difference methods:1||XGBoost:1||machine learning applications:1||Relaxation scheme:1||Superconductivity:1||American Option Pricing:1||numerical prediction method:1||Conservation laws:1||cell averaging:1||jumpdiffusion:1||partial integrodifferential equation:1||variable time steps:1||Portfolio optimization:1||Stock return prediction:1||Empirical validation:1||unsupervised clustering:1||latent dynamics:1||modeling and filtering:1||forecasting stock index:1||Threshold condition:1||Penalty Method:1||Hydraulic falls:1||C61:1||Binomial method:1||forced Kortewegde Vries equation:1||multiasset option pricing:1||component obsolescence:1||latent variables:1||Two bumps:1||ensemble method:1||maximum likelihood estimation:1||Binomial methods:1||Forced KdV:1||spectral method:1||hybrid finite difference method:1||adaptive:1||a posteriori:1||Adaptive data construction:1||smartphone sensors:1||Hyperbolic system:1||Powerlaw model:1||Temporarily trapped waves:1||majority voting:1||stock price prediction:1||Linear Complementarity Problem:1||Hybrid Method:1||C6:1||Asian option:1||Barrier Options:1||error estimation:1||lattice method:1||human movements:1||deep learning:1||pLaplacian:1||Asian options:1||Lattice method:1||Local average:1||solitary waves:1||KdV equation:1||Spectral method:1||Option Pricing:1||Binomial Method:1||Financial forecasting:1||Degenerate parabolic:1||financial time series:1||BlackScholes equation:1||binary options:1||cliquet options:1||WENO scheme:1||Meanvariance model:1||diminishing manufacturing sources and material shortages:1||volatility prediction:1||empirical study:1||smoothing.:1||Multiasset option pricing:1||C63:1||Stochastic differential equation:1||Forced modified KdV:1||Black Scholes equation:1||Cell Averages:1||

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