Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Sangheon Shin"'
Autor:
Gyeongmin Kim, Jeonghye Kim, Suyoung Lee, Jaewoo Baek, Howon Moon, Sangheon Shin, Youngchul Sung
Publikováno v:
IEEE Access, Vol 12, Pp 135283-135299 (2024)
Recent advancements in offline reinforcement learning (RL) have showcased the potential for leveraging static datasets to train optimal policies. However, real-world applications often face challenges due to missing or incomplete state information ca
Externí odkaz:
https://doaj.org/article/868eb87ecd644770ba5dae56f8bfda17
Autor:
Lee, Dong In, Park, Hyeongcheol, Seo, Jiyoung, Park, Eunbyung, Park, Hyunje, Baek, Ha Dam, Sangheon, Shin, kim, Sangmin, Kim, Sangpil
Recent advancements in 3D editing have highlighted the potential of text-driven methods in real-time, user-friendly AR/VR applications. However, current methods rely on 2D diffusion models without adequately considering multi-view information, result
Externí odkaz:
http://arxiv.org/abs/2412.11520
Publikováno v:
Journal of Financial Management, Markets and Institutions, Vol 6, Iss 1, Pp 1850003-1-1850003-43 (2018)
This paper models hedge fund exposure to risk factors and examines time-varying performance of hedge funds. From existing models such as asset-based style (ABS)-factor model, standard asset class (SAC)-factor model, and four-factor model, we extract
Externí odkaz:
https://doaj.org/article/305393e448d14b5aaa98a298cd8aeb71
Autor:
Hyunmin Noh, Seunghwan Lee, Jeung Won Choi, Donghyun Kim, Kyungwoo Kim, Yunsoo Ko, Sangheon Shin, Hyungjun Kim, Hwangjun Song
Publikováno v:
Journal of KIISE. 47:885-892
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cc2d0ccba15bc70b11f8ac81bdbd974d
https://doi.org/10.5626/jok.2020.47.9.885
https://doi.org/10.5626/jok.2020.47.9.885
Autor:
Sangheon Shin1 shshin@alasu.edu, Smolarski, Jan M.2 jsmeu@hotmail.com, Soydemir, Gökçe A.3 gsoydemir@csustan.edu
Publikováno v:
Journal of Accounting & Finance (2158-3625). 2017, Vol. 17 Issue 1, p124-143. 20p.
Autor:
Sangheon Shin, Gökçe Soydemir
Publikováno v:
Journal of Multinational Financial Management. 20:214-234
We estimate tracking errors from 26 exchange-traded funds (ETFs) utilizing three different methods and test their relative performance using Jensen's model. We find that tracking errors are significantly different from zero and display persistence. B
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::955e0b1e4ed174d82a119c8571925f52
https://doi.org/10.1016/j.mulfin.2010.07.005
https://doi.org/10.1016/j.mulfin.2010.07.005
Publikováno v:
Journal of Financial Management, Markets and Institutions, Vol 6, Iss 1, Pp 1850003-1-1850003-43 (2018)
This paper models hedge fund exposure to risk factors and examines time-varying performance of hedge funds. From existing models such as asset-based style (ABS)-factor model, standard asset class (SAC)-factor model, and four-factor model, we extract
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e06afb3f1fadf0dc91e677ded366f5d1
http://www.worldscientific.com/doi/epdf/10.1142/S2591768418500034
http://www.worldscientific.com/doi/epdf/10.1142/S2591768418500034
Publikováno v:
SSRN Electronic Journal.
In this study, we first conduct multinomial logistic regression analysis to see how hedge fund attributes affect hedge fund managers’ decision of whether to offer a hurdle rate and/or high-watermark. Hedge funds taking more risky position and colle
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::573bb2554d666c917b9a2a6391c76916
https://doi.org/10.2139/ssrn.2154639
https://doi.org/10.2139/ssrn.2154639
Publikováno v:
SSRN Electronic Journal.
This paper models exposure of hedge fund to risk factors and examines time-varying performance of hedge funds. From existing models such as ABS-factor model, SAC-factor model, and four-factor model, we extract the best six factors for each hedge fund
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5683f6173a3f3f75aaa607d31fccf98f
https://doi.org/10.2139/ssrn.2154625
https://doi.org/10.2139/ssrn.2154625
Autor:
Sangheon Shin
Publikováno v:
SSRN Electronic Journal.
We examine time-varying international equity market integration using the VAR-based rolling cointegration analysis and coefficients of the error correction terms. Using Exchange-traded funds (ETFs) as proxies for international equity markets allows u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::31f79a44047e1a3cb64a8757e9083045
https://doi.org/10.2139/ssrn.1896466
https://doi.org/10.2139/ssrn.1896466