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Jeong-Hoon Kim
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2020 – today
- 2024
- [j32]Yu-Rim Jeon
, Jeong-Hoon Kim, Deji Akinwande
Synaptic Characteristics of Fully Depleted Silicon-on-Insulator Metal-Oxide-Semiconductor Field-Effect Transistors and Synapse-Neuron Arrayed Neuromorphic Hardware System. Adv. Intell. Syst. 6(6) (2024) - [j31]Jeong-Hoon Kim, Sun-Hyun Kim, Charn-Doh Bak, Seung-Jae Han:
Adaptive cloud resource allocation for large-scale crowdsourced multimedia live streaming services. Clust. Comput. 27(3): 3233-3257 (2024) - [c7]Jeong-Hoon Kim, Soumil Jain, Gopabandhu Hota, Jaeseoung Park, Ashwani Kumar, Duygu Kuzum, Gert Cauwenberghs:
Bio-plausible Learning-on-Chip with Selector-less Memristive Crossbars. ISCAS 2024: 1-5 - [c6]Ashwani Kumar, Jaeseoung Park, Yucheng Zhou, Jeong-Hoon Kim, Soumil Jain, Catherine D. Schuman, Gert Cauwenberghs, Duygu Kuzum:
Energy Efficient Implementation of MVM Operations Using Filament-Free Bulk RRAM Array. NICE 2024: 1-5 - 2023
- [j30]Jeong-Hoon Kim
RoBERTa-CoA: RoBERTa-Based Effective Finetuning Method Using Co-Attention. IEEE Access 11: 120292-120303 (2023) - [j29]Hyun-Gyoon Kim
A stochastic-local volatility model with Le'vy jumps for pricing derivatives. Appl. Math. Comput. 451: 128034 (2023) - [j28]Hyun-Gyoon Kim
A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model. Comput. Appl. Math. 42(6): 296 (2023) - [j27]Hyun-Gyoon Kim
Forecasting the elasticity of variance with LSTM recurrent neural networks. Int. J. Comput. Math. 100(1): 209-218 (2023) - [j26]Jiling Cao, Jeong-Hoon Kim
Valuation of barrier and lookback options under hybrid CEV and stochastic volatility. Math. Comput. Simul. 208: 660-676 (2023) - [j25]Ji-Su Yu, Jeong-Hoon Kim
Multiscale stochastic volatility for variance swaps with constant elasticity of variance. Soft Comput. 27(8): 4879-4890 (2023) - [c5]Jeong-Hoon Kim, Seung-Hyun Kong, Min-Hyeok Sun:
Vehicle Localization Network using Simultaneous Coarse and Fine Visual Map Matching. ITSC 2023: 3283-3289 - [i1]Jaeseoung Park, Ashwani Kumar, Yucheng Zhou, Sangheon Oh, Jeong-Hoon Kim, Yuhan Shi, Soumil Jain, Gopabandhu Hota, Amelie L. Nagle, Catherine D. Schuman, Gert Cauwenberghs, Duygu Kuzum:
Multi-level, Forming Free, Bulk Switching Trilayer RRAM for Neuromorphic Computing at the Edge. CoRR abs/2310.13844 (2023) - 2022
- [j24]Hyun-Gyoon Kim
Pricing path-dependent exotic options with flow-based generative networks. Appl. Soft Comput. 124: 109049 (2022) - [j23]Youngin Yoon, Jun-Ho Seo, Jeong-Hoon Kim
Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance. Comput. Appl. Math. 41(6) (2022) - [j22]Jun-Ho Seo, Jeong-Hoon Kim:
Multiscale stochastic elasticity of variance for options and equity linked annuity; A Mellin transform approach. Math. Comput. Simul. 192: 303-320 (2022) - 2021
- [j21]Jiling Cao, Jeong-Hoon Kim, Wenjun Zhang:
Pricing variance swaps under hybrid CEV and stochastic volatility. J. Comput. Appl. Math. 386: 113220 (2021) - 2020
- [j20]See-Woo Kim
Pricing generalized variance swaps under the Heston model with stochastic interest rates. Math. Comput. Simul. 168: 1-27 (2020) - [j19]Seong-Tae Kim, Jeong-Hoon Kim:
Stochastic elasticity of vol-of-vol and pricing of variance swaps. Math. Comput. Simul. 177: 420-440 (2020)
2010 – 2019
- 2019
- [j18]Jinku Park
Reconstruction of Ocean Color Data Using Machine Learning Techniques in Polar Regions: Focusing on Off Cape Hallett, Ross Sea. Remote. Sens. 11(11): 1366 (2019) - 2018
- [j17]Min-Ku Lee, Jeong-Hoon Kim:
Pricing of defaultable options with multiscale generalized Heston's stochastic volatility. Math. Comput. Simul. 144: 235-246 (2018) - 2016
- [j16]Shanmugasundaram Karthikeyan, Krishnan Balachandran, Jeong-Hoon Kim:
On controllability for a class of second order semilinear stochastic systems. J. Control. Decis. 3(4): 211-222 (2016) - 2014
- [j15]Sung-Jin Yang, Min-Ku Lee, Jeong-Hoon Kim:
Pricing vulnerable options under a stochastic volatility model. Appl. Math. Lett. 34: 7-12 (2014) - [j14]Min-Ku Lee, Jeong-Hoon Kim
Pricing Arithmetic Asian Options under Hybrid Stochastic and Local Volatility. J. Appl. Math. 2014: 784386:1-784386:8 (2014) - 2013
- [j13]Ji-Hun Yoon, Jeong-Hoon Kim, Sun-Yong Choi
Multiscale analysis of a perpetual American option with the stochastic elasticity of variance. Appl. Math. Lett. 26(7): 670-675 (2013) - [j12]Ji-Hun Yoon, Jeong-Hoon Kim:
A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options. Appl. Math. Lett. 26(12): 1146-1150 (2013) - [j11]Sun-Hwa Cho, Jeong-Hoon Kim
Multiscale Analysis on the Pricing of Intensity-Based Defaultable Bonds. J. Appl. Math. 2013: 287425:1-287425:9 (2013) - [c4]Jae Ho Lee, YongPil Chong, SungSoo Jang, Mina Kim, Gun A. Lee, Jeong-Hoon Kim, TaeWan Kwon, Woo-Sung Kim:
Development of Smartphone Blood Culture Application Using Barcode and Hospital Information System: A University Hospital Experience. AMIA 2013 - 2012
- [j10]Jeong-Hoon Kim, Il-Chul Moon, Tag Gon Kim:
New insight into doctrine via simulation interoperation of heterogeneous levels of models in battle experimentation. Simul. 88(6): 649-667 (2012) - 2011
- [j9]Sang-Hyeon Park, Jeong-Hoon Kim:
Homotopy analysis method for option pricing under stochastic volatility. Appl. Math. Lett. 24(10): 1740-1744 (2011) - [j8]Dong-Ok Han, Jeong-Hoon Kim, Kwang-Du Lee, Sang-Gyu Park, S.-M. Oh, Eung-Ju Kim:
Fully integrated dual-band transceiver for IEEE 802.11a/b/g/j/n wireless local area network applications with hybrid up/down conversion architecture. IET Circuits Devices Syst. 5(6): 433-441 (2011) - 2010
- [j7]Krishnan Balachandran
Existence of Solutions of Nonlinear Stochastic Volterra Fredholm Integral Equations of Mixed Type. Int. J. Math. Math. Sci. 2010: 603819:1-603819:16 (2010) - [c3]Dong-Ok Han, Jeong-Hoon Kim, Kwang-Du Lee, Sang-Gyu Park, Eung-Ju Kim:
A fully integrated dual band transceiver for IEEE 802.11a/b/g/j/n WLAN applications using hybrid up/down conversion architecture. ISCAS 2010: 2055-2058 - [c2]Jeong-Hoon Kim, Chang Beom Choi, Il-Chul Moon, Tag Gon Kim:
DEVS-based doctrine validation of fleet anti-air defense. SpringSim 2010: 28
2000 – 2009
- 2008
- [j6]Krishnan Balachandran, A. Leelamani, Jeong-Hoon Kim:
Controllability of neutral functional evolution integrodifferential systems with infinite delay. IMA J. Math. Control. Inf. 25(2): 157-171 (2008) - [j5]Kumarasamy Sakthivel, Krishnan Balachandran, Rangarajan Sowrirajan, Jeong-Hoon Kim:
On exact null controllability of Black-Scholes equation. Kybernetika 44(5): 685-704 (2008) - 2007
- [j4]Krishnan Balachandran, Shanmugasundaram Karthikeyan, Jeong-Hoon Kim:
Controllability of semilinear stochastic integrodifferential systems. Kybernetika 43(1): 31-44 (2007) - [c1]Young-Bin Kwon, Jeong-Hoon Kim:
Verification of the Document Components from Dual Extraction of MRTD Information. GREC 2007: 235-244 - 2005
- [j3]Changi Nam, Dong-Hoon Yang, Euehun Lee, Seongcheol Kim, Jeong-Hoon Kim:
Effect of time of adoption on consumer preference for transport telematics services. Comput. Stand. Interfaces 27(4): 337-346 (2005) - 2000
- [j2]Jeong-Hoon Kim, So Young Sohn:
An Asymptotic Diffusion Limit for Electromagnetic Wave Reflection from a Random Medium. SIAM J. Appl. Math. 60(5): 1502-1519 (2000)
1990 – 1999
- 1996
- [j1]Jeong-Hoon Kim:
Stochastic Turning Point Problem in a One-Dimensional Refractive Random Multilayer. SIAM J. Appl. Math. 56(4): 1164-1180 (1996)
Coauthor Index
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