Hyejin Ku

According to our database, Hyejin Ku authored at least 8 papers between 2006 and 2025.

Collaborative distances:

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

2025

Risk-sensitive Actor-Critic with Static Spectral Risk Measures for Online and Offline Reinforcement Learning.

Mehrdad Moghimi, Hyejin Ku

CoRR, July, 2025

Beyond CVaR: Leveraging Static Spectral Risk Measures for Enhanced Decision-Making in Distributional Reinforcement Learning.

Mehrdad Moghimi, Hyejin Ku

CoRR, January, 2025

2022

Risk-sensitive policies for portfolio management.

Mingfu Wang, Hyejin Ku

Expert Syst. Appl., 2022

2021

Utilizing historical data for corporate credit rating assessment.

Mingfu Wang, Hyejin Ku

Expert Syst. Appl., 2021

Sequence-based clustering applied to long-term credit risk assessment.

Richard Le, Hyejin Ku, Doobae Jun

Expert Syst. Appl., 2021

2017

Portfolio optimization for a large investor under partial information and price impact.

Zehra Eksi, Hyejin Ku

Math. Methods Oper. Res., 2017

2007

Coherent multiperiod risk adjusted values and Bellman's principle.

Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath, Hyejin Ku

Ann. Oper. Res., 2007

2006

Consistency among trading desks.

David Heath, Hyejin Ku

Finance Stochastics, 2006