Kim, Young Shin

1. Portfolio Optimization on the Dispersion Risk and the Asymmetric Tail Risk
   2020/07/28 by Young Shin Kim, Kim, Young Shin · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #Financial Risk and Volatility Modeling #Portfolio Management (q-fin.PM) #Risk and Portfolio Optimization #Stochastic processes and financial applications
2. Deep Calibration With Artificial Neural Network: A Performance Comparison on Option Pricing Models
   2023/03/15 by Young Shin Kim, Hyangju Kim, Kim, Young Shin +3 · 2 citations
   Economics, Econometrics and Finance · #Computational Engineering #FOS: Computer and information sciences #FOS: Economics and business #Finance #Machine Learning (cs.LG) #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications #and Science (cs.CE)