So-Yoon Cho

According to our database, So-Yoon Cho authored at least 3 papers between 2023 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

Forecasting VIX using interpretable Kolmogorov-Arnold networks.

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

Expert Syst. Appl., 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