ScholarWorks@성균관대학교

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허정규 프로필 사진

허정규
HUH, JEONGGYU

자연과학대학

수학과

연구분야
  • Machine-Learning-Based Computational Finance, 
  • 머신러닝 기반 계산금융
2024
2026

연도별 연구 활동 현황

자료유형

발행연도

2024 ~ 2026
2024 2026

키워드

언어

전체 12건 중 1번부터 10번까지의 결과를 표시합니다.

2026
Article
Learning Distributions for Continuous-Time Financial Models
  • 2026-06
  • Computational Economics
  • SPRINGER
Article
Equity premium forecasting with reliability-screened forward-looking signals
  • 2026-05-15
  • PLoS ONE
  • PUBLIC LIBRARY SCIENCE
Article
DeepONet-based surrogate modeling for bond option pricing
  • 2026
  • AIMS Mathematics
  • American Institute of Mathematical Sciences
2025
Article
LSTM-based dynamic correlation forecasting with economic conditions
  • 2025-12
  • Finance Research Letters
  • Elsevier Ltd
Article
Reliable option pricing through deep learning: An anomaly score-based approach
  • 2025-09
  • Networks and Heterogeneous Media
  • American Institute of Mathematical Sciences
Article
PONTRYAGIN-GUIDED DIRECT POLICY OPTIMIZATION FOR CONTINUOUS-TIME PORTFOLIO PROBLEM
  • 2025-09
  • Journal of Industrial and Management Optimization
  • AMER INST MATHEMATICAL SCIENCES-AIMS
Article
Improved accuracy of an analytical approximation for option pricing under stochastic volatility models using deep learning techniques
  • 2025-06
  • Computers and Mathematics with Applications
  • Elsevier Ltd
Article
Dual-Uncertainty modeling in financial time-series via VMD-LSTM with concrete dropout and VMD-WGAN
  • 2025
  • Networks and Heterogeneous Media
  • AMER INST MATHEMATICAL SCIENCES-AIMS
2024
Article
Deep learning of optimal exercise boundaries for American options
  • 2024-12
  • International Journal of Computer Mathematics
  • Taylor and Francis Ltd.
Article
ACCELERATING SDE SIMULATION THROUGH LEARNING OF STOCHASTIC DYNAMICS
  • 2024-12
  • Journal of the Korean Society for Industrial and Applied Mathematics
  • KOREAN SOC INDUSTRIAL & APPLIED MATHEMATICS
1

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