no code implementations • 7 May 2024 • JaeSung Park, Sungchul Hong, Yoonseo Cho, Jong-June Jeon
Sea ice at the North Pole is vital to global climate dynamics.
no code implementations • 6 Dec 2023 • SeungHwan An, Sungchul Hong, Jong-June Jeon
This measure enables us to capture both marginal and joint distributional information simultaneously, as it incorporates a mixture measure with point masses on standard basis vectors.
no code implementations • 2 Mar 2023 • Sungchul Hong, Jong-June Jeon
However, estimating an optimal portfolio assessed by a pessimistic risk is still challenging due to the absence of a computationally tractable model.