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Showing results 2 to 12 of 12

Enhancing Astronomical time series Classification with Neural Stochastic Differential Equations under Irregular Observations

Oh, YongKyung , Kam, Seungsu , Lim, Dong-Young , Kim, Sungil

Conference Paper Issue Date2024-02-20 View13
Integrating Neural Controlled Differential Equations and Neural Flow for Comprehensive Irregularly-sampled Time Series Analysis

Oh, YongKyung , Lim, Dong-Young , Kim, Sungil

Conference Paper Issue Date2024-05-19 View5
Invertible Solution of Neural Differential Equations for Analysis of Irregularly-Sampled Time Series

Oh, YongKyung , Lim, Dong-Young , Kim, Sungil

Conference Paper Issue Date2024-02-26 View19
Learning multi-market microstructure from order book data File

Ju, Geonhwan , Kim, Kyoung-Kuk , Lim, Dong-Young

Article Issue Date2019-09 View5
Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function File

Lim, Dong-Young , Neufeld, Ariel , Sabanis, Sotirios , Zhang, Ying

Article Issue Date2024-05 View7
Polygonal Unadjusted Langevin Algorithms: Creating stable and efficient adaptive algorithms for neural networks

Lim, Dong-Young , Sabanis, Sotirios

Article Issue Date2024-04 View13
Risk Analysis and Hedging of Parisian Options under a Jump-Diffusion Model File

Kim, Kyoung-Kuk , Lim, Dong-Young

Article Issue Date2016-09 View11
Stable Neural Stochastic Differential Equations in Analyzing Irregular Time Series Data

Oh, YongKyung , Lim, Dong-Young , Kim, Sungil

Conference Paper Issue Date2024-05-07 View15
Static replication of barrier-type options via integral equations File

Kim, Kyoung-Kuk , Lim, Dong-Young

Article Issue Date2021-02 View2
Stop-loss adjusted labels for machine learning-based trading of risky assets File

Hwang, Yoontae , Park, Junpyo , Lee, Yongjae , Lim, Dong-Young

Article Issue Date2023-12 View30
Unifying Neural Controlled Differential Equations and Neural Flow for Irregular Time Series Classification

Oh, YongKyung , Lim, Dong-Young , Kim, Sungil

Conference Paper Issue Date2023-12-06 View9
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