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임동영
Lim, Dong-Young

임동영

산업공학과

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Langevin Dynamics Based Algorithm e-THεO POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient File

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

Article Issue Date2025-08 View103
On diffusion-based generative models and their error bounds: The log-concave case with full convergence estimates File

Bruno, Stefano , Zhang, Ying , Lim, Dong-Young , Akyildiz, Ömer Deniz , Sabanis, Sotirios

Article Issue Date2025-02 View102
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 View103
Polygonal Unadjusted Langevin Algorithms: Creating stable and efficient adaptive algorithms for neural networks File

Lim, Dong-Young , Sabanis, Sotirios

Article Issue Date2024-04 View103
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 View163
Static replication of barrier-type options via integral equations File

Kim, Kyoung-Kuk , Lim, Dong-Young

Article Issue Date2021-02 View85
Learning multi-market microstructure from order book data File

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

Article Issue Date2019-09 View87
A recursive method for static replication of autocallable structured products File

Kim, Kyoung-Kuk , Lim, Dong-Young

Article Issue Date2019-04 View85
Risk Analysis and Hedging of Parisian Options under a Jump-Diffusion Model File

Kim, Kyoung-Kuk , Lim, Dong-Young

Article Issue Date2016-09 View110
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