Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Eunho Koo"'
Publikováno v:
Geophysical Research Letters, Vol 50, Iss 7, Pp n/a-n/a (2023)
Abstract Satellite‐based precipitation estimations provide frequent, large‐scale measurements. Deep learning has recently shown significant potential for improving estimation accuracy. Most studies have employed a two‐stage framework, which is
Externí odkaz:
https://doaj.org/article/4f16796a082743b6a10b8926195234d1
Autor:
Eunho Koo, Geonwoo Kim
Publikováno v:
IEEE Access, Vol 10, Pp 34743-34754 (2022)
Accurate prediction of volatility is one of the most important tasks in financial decision making. Recently, the hybrid models integrating artificial neural networks with GARCH-type models have been developed, and performance gains from the models ha
Externí odkaz:
https://doaj.org/article/334f9e80af9f460094c91be9f7e8b886
Autor:
Eunho Koo, Geonwoo Kim
Publikováno v:
Computational Economics. 61:1665-1679
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6af7d04ca20d6412c08fa6cda3cace94
https://doi.org/10.1007/s10614-022-10261-7
https://doi.org/10.1007/s10614-022-10261-7
Autor:
Hyungjun Kim, Eunho Koo
In regression analysis under artificial neural networks, the prediction performance depends on determining the appropriate weights between layers. As randomly initialized weights are updated during back-propagation using the gradient descent procedur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8cb980115f4e465e405dbde435658cbb
Autor:
Geonwoo Kim, Eunho Koo
Publikováno v:
Applied Soft Computing. 110:107738
Since Bitcoin has been the most popular digital currency in the global financial market, the prediction of its price has been an important area in finance. Recently, numerous researches on prediction of financial indices including Bitcoin based on ma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8c1f2c37e30c21b40ef03c37a792fc24
https://doi.org/10.1016/j.asoc.2021.107738
https://doi.org/10.1016/j.asoc.2021.107738
Autor:
Geon-Woo Kim, Eunho Koo
Publikováno v:
Chaos, Solitons & Fractals. 101:1-7
This paper concerns a catastrophe put option with default risk. Catastrophe events are described by the exponential jump model, and the default event of the option issuer is specified by the intensity based model with a stochastic intensity. Under th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4b25539e9bec00ff925bf666d144ae1c
https://doi.org/10.1016/j.chaos.2017.05.012
https://doi.org/10.1016/j.chaos.2017.05.012
Autor:
Geon-Woo Kim, Eunho Koo
Publikováno v:
Chaos, Solitons & Fractals. 91:221-227
In this paper, we study the valuation of Exchange option with credit risk. Since the over-the-counter (OTC) markets have grown rapidly in size, the counterparty default risk is very important and should be considered for the valuation of options. For
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3750de946f296ce5afe538959be77b08
https://doi.org/10.1016/j.chaos.2016.06.005
https://doi.org/10.1016/j.chaos.2016.06.005
Publikováno v:
Journal of Japan Society of Civil Engineers, Ser. B1 (Hydraulic Engineering). 74:I_169-I_174
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::545d27687705cd1303a0d84e062afedd
https://doi.org/10.2208/jscejhe.74.5_i_169
https://doi.org/10.2208/jscejhe.74.5_i_169