Scheduling algorithm for programmable logic controllers with remote I/Os. - Seungkweon Jeong; Young Shin Kim; Wook Hyun Kwon (RTCSA, 1997)

Network conscious design of distributed real-time systems. - Jung Woo Park; Young Shin Kim; Seongsoo Hong; Manas Saksena; Sam H. Noh; Wook Hyun Kwon (J. Syst. Archit., 1998)

A Real Time Detection Algorithm for Direction Error in Omnidirectional Image Sensors for Mobile Robots. - Dongsung Kim; Young Shin Kim; Wook Hyun Kwon (ICRA, 1999)

Aerodynamic Analysis on the Supersonic Separation of Air-Launching Rocker from the Mother Plane. - Young Mu Ji; Young Shin Kim; Jae Woo Lee; Young Hwan Byun; Jun Sang Park (ICCSA (5), 2006)

Pattern detection of movement behaviors in genotype variation of Drosophila melanogaster by using self-organizing map. - Kyung-Hee Choi; Jung-Su Kim; Young Shin Kim; Mi-Ae Yoo; Tae-Soo Chon (Ecol. Informatics, 2006)

The relative entropy in CGMY processes and its applications to finance. - Young Shin Kim; Jeong Hyun Lee (Math. Methods Oper. Res., 2007)

Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model. - Young Shin Kim; Rosella Giacometti; Svetlozar T. Rachev; Frank J. Fabozzi; Domenico Mignacca (Ann. Oper. Res., 2012)

The fractional multivariate normal tempered stable process. - Young Shin Kim (Appl. Math. Lett., 2012)

Multivariate stable distributions and generating densities. - Hassan Fallahgoul; S. M. Hashemiparast; Frank J. Fabozzi; Young Shin Kim (Appl. Math. Lett., 2013)

Normal tempered stable copula. - Young Shin Kim; David S. Volkmann (Appl. Math. Lett., 2013)

Multivariate tempered stable model with long-range dependence and time-varying volatility. - Young Shin Kim (Frontiers Appl. Math. Stat., 2015)

Periodic portfolio revision with transaction costs. - Krastyu Georgiev; Young Shin Kim; Stoyan Stoyanov (Math. Methods Oper. Res., 2015)

The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation. - Abhinav Anand; Tiantian Li; Tetsuo Kurosaki; Young Shin Kim (Ann. Oper. Res., 2017)

Tempered stable process, first passage time, and path-dependent option pricing. - Young Shin Kim (Comput. Manag. Sci., 2019)

Aumann-Serrano index of risk in portfolio optimization. - Tiantian Li; Young Shin Kim; Qi Fan; Fumin Zhu (Math. Methods Oper. Res., 2021)

Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model. - Young Shin Kim (Ann. Oper. Res., 2022)

Deep Calibration With Artificial Neural Network: A Performance Comparison on Option Pricing Models. - Young Shin Kim; Hyangju Kim; Jaehyung Choi (CoRR, 2023)

Portfolio optimization with relative tail risk. - Young Shin Kim; Frank J. Fabozzi (Ann. Oper. Res., 2024)