Showing results 11 to 30 of 30
Fairing the gamma: an engineering approach to sensitivity estimation Kang, Wanmo; Kim, Kyoung-Kuk; Shin, Hayong, IIE TRANSACTIONS, v.46, no.4, pp.374 - 396, 2014-04 |
Fast Simulation of Multifactor Portfolio Credit Risk Glasserman, Paul; Kang, Wanmo; Shahabuddin, Perwez, OPERATIONS RESEARCH, v.56, no.5, pp.1200 - 1217, 2008-09 |
Fast Simulation of Multifactor Portfolio Credit Risk in the t-Copula Model Kang, Wanmo; Perwez Shahabuddin, The 2005 Winter Simulation Conference, pp.1859 - 1868, Winter Simulation Conference, 2005-12 |
Improved Regret Bounds of Bilinear Bandits using Action Space Analysis Jang, Kyoungseok; Jun, Kwang-Sung; Yun, Seyoung; Kang, Wanmo, International Conference on Machine Learning, pp.4744 - 4754, ICML, 2021-07-22 |
Inverse conic programming with applications Iyengar, G; Kang, Wanmo, OPERATIONS RESEARCH LETTERS, v.33, no.3, pp.319 - 330, 2005-05 |
Large deviations in multifactor portfolio credit risk Glasserman, Paul; Kang, Wanmo; Shahabuddin, Perwez, MATHEMATICAL FINANCE, v.17, no.3, pp.345 - 379, 2007-07 |
Linear Convergence of Tatonnement in a Bertrand Oligopoly Kang, Wanmo; Phillips, R.; Huh, T. W; Gallego, G., COMPUTATIONAL SCIENCE AND ITS APPLICATIONS - ICCSA 2006, pp.794 - 803, SPRINGER-VERLAG BERLIN, 2006-05 |
Maximum Likelihood Training of Implicit Nonlinear Diffusion Model Kim, Dongjun; Na, Byeonghu; Kwon, Se Jung; Lee, Dongsoo; Kang, Wanmo; Moon, Il-Chul, 36th Annual Conference on Neural Information Processing Systems (NeurIPS 2022), Neural Information Processing Systems, 2022-11-28 |
Mixout: Effective Regularization to Finetune Large-scale Pretrained Language Models Lee, Cheolhyoung; Cho, Kyunghyun; Kang, Wanmo, International Conference on Learning Representations (ICLR), International Conference on Learning Representations, 2020-04-30 |
Optimization problems in the simulation of multifactor portfolio credit risk Kang, Wanmo; Lee, K, COMPUTATIONAL SCIENCE AND ITS APPLICATIONS - ICCSA 2006, v.3982, pp.749 - 756, SPRINGER-VERLAG BERLIN, 2006-05 |
OR Forum-Design of Risk Weights Glasserman, Paul; Kang, Wanmo, OPERATIONS RESEARCH, v.62, no.6, pp.1204 - 1220, 2014-11 |
Price competition with the attraction demand model: Existence of unique equilibrium and its stability Gallego, Guillermo; Huh, Woonghee Tim; Kang, Wanmo; Phillips, Robert, MSOM-MANUFACTURING SERVICE OPERATIONS MANAGEMENT, v.8, no.4, pp.359 - 375, 2006 |
Quantitative approaches to modelling and simulation in some problems of mathematical financelink Lee, Taeho; Kang, Wanmo; et al, 2021 |
Refining Generative Process with Discriminator Guidance in Score-based Diffusion Models Kim, Dongjun; Kim, Yeongmin; Kwon, Se Jung; Kang, Wanmo; Moon, Il-Chul, 40th International Conference on Machine Learning, ICML 2023, pp.16567 - 16598, ML Research Press, 2023-07-23 |
Risk Propagation Through a Platform: The Failure Risk Perspective on Platform Sharing Kang, Chang Muk; Hong, Yoo S.; Huh, Woonghee Tim; Kang, Wanmo, IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT, v.62, no.3, pp.372 - 383, 2015-08 |
SAAL: Sharpness-Aware Active Learning Kim, Yoon-Yeong; Cho, Youngjae; Jang, JoonHo; Na, Byeonghu; Kim, Yeongmin; Song, Kyungwoo; Kang, Wanmo; et al, 40th International Conference on Machine Learning, ICML 2023, pp.16424 - 16440, ML Research Press, 2023-07-25 |
Sequential Likelihood-Free Inference with Neural Proposal Kim, Dongjun; Song, Kyungwoo; Kim, Yoon-Yeong; Shin, Yongjin; Kang, Wanmo; Moon, Il-Chul; Joo, Weonyoung, PATTERN RECOGNITION LETTERS, v.169, pp.102 - 109, 2023-05 |
Soft Truncation: A Universal Training Technique of Score-based Diffusion Model for High Precision Score Estimation Kim, Dongjun; Shin, Seungjae; Song, Kyungwoo; Kang, Wanmo; Moon, Il-Chul, The 39th International Conference on Machine Learning, ICML 2022, International Conference on Machine Learning, 2022-07-18 |
Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes Kang, Wanmo; Lee, Jong Mun, MATHEMATICS OF OPERATIONS RESEARCH, v.44, no.1, pp.334 - 353, 2019-02 |
자동차 보험에서 리스크 프로파일에 따른 프리미엄의 베이지안 모델링 연구 = Bayesian modeling of the premium in automobile insurance according to the risk profileslink 김발해; Kim, Bal Hae; et al, 한국과학기술원, 2016 |
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