Hyun-Gyoon Kim

According to our database, Hyun-Gyoon Kim authored at least 10 papers between 2022 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction.

So-Yoon Cho, Jin-Young Kim, Kayoung Ban, Hyeng Keun Koo, Hyun-Gyoon Kim

CoRR, November, 2025

ScoreCL: augmentation-adaptive contrastive learning via score-matching function.

Jin-Young Kim, Soonwoo Kwon, Hyojun Go, Yunsung Lee, Seungtaek Choi, Hyun-Gyoon Kim

Mach. Learn., January, 2025

Deep learning of optimal exercise boundaries for American options.

Hyun-Gyoon Kim, Jeonggyu Huh

Int. J. Comput. Math., 2025

Forecasting VIX using interpretable Kolmogorov-Arnold networks.

So-Yoon Cho, Sungchul Lee, Hyun-Gyoon Kim

Expert Syst. Appl., 2025

Denoising Task Difficulty-based Curriculum for Training Diffusion Models.

Jin-Young Kim, Hyojun Go, Soonwoo Kwon, Hyun-Gyoon Kim

Proceedings of the Thirteenth International Conference on Learning Representations, 2025

2023

A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model.

Hyun-Gyoon Kim, So-Yoon Cho, Jeong-Hoon Kim

Comput. Appl. Math., September, 2023

A stochastic-local volatility model with Le'vy jumps for pricing derivatives.

Hyun-Gyoon Kim, Jeong-Hoon Kim

Appl. Math. Comput., August, 2023

Forecasting the elasticity of variance with LSTM recurrent neural networks.

Hyun-Gyoon Kim, Jeong-Hoon Kim

Int. J. Comput. Math., January, 2023

2022

Large-scale online learning of implied volatilities.

Tae-Kyoung Kim, Hyun-Gyoon Kim, Jeonggyu Huh

Expert Syst. Appl., 2022

Pricing path-dependent exotic options with flow-based generative networks.

Hyun-Gyoon Kim, Se-Jin Kwon, Jeong-Hoon Kim, Jeonggyu Huh

Appl. Soft Comput., 2022