Search Results for author: Sungchul Hong

Found 3 papers, 0 papers with code

Balanced Marginal and Joint Distributional Learning via Mixture Cramer-Wold Distance

no code implementations6 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.

Synthetic Data Generation

Uniform Pessimistic Risk and its Optimal Portfolio

no code implementations2 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.

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