Kyoung-Kuk Kim

Kyoung-Kuk Kim

Korea Advanced Institute of Science and Technology

Associate Professor

Department of Industrial and Systems Engineering

Research Area

  • #Mathematics
  • #Computer science
  • #Microeconomics
  • #Economics
  • #Mathematical optimization
  • #Econometrics
  • #Risk management
  • #Business
  • #Actuarial science
  • #Upper and lower bounds

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Related papers to
‘ Mathematics ‘ : 6

  • Simulation of Tempered Stable Lévy Bridges and Its Applications

    2016/02

    1.8 Impact Factor

    8 citations

    Kyoung-Kuk Kim, Sojung Kim

    DOI : 10.1287/OPRE.2016.1477

    • #Mathematics
    • #Mathematical optimization
    • #Applied mathematics
    • #Conditional probability distribution

All papers authored by
‘ Kyoung-Kuk Kim ’ : 18

  • Stochastic kriging with biased sample estimates

    2014/02
    ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION

    0.8 Impact Factor

    29 citations

    Xi Chen, Kyoung-Kuk Kim

    DOI : 10.1145/2567893

    • #Computer science
    • #Econometrics
    • #Estimator
    • #Estimation theory
    • #Risk management
    • #Kriging
    • #Stochastic simulation
    • #Metamodeling
    • #Budget allocation
    • #Sampling bias

Related papers to
‘ Mathematics ‘ : 6

  • Simulation of Tempered Stable Lévy Bridges and Its Applications

    2016/02
    OPERATIONS RESEARCH

    1.8 Impact Factor

    8 citations

    Kyoung-Kuk Kim, Sojung Kim

    DOI : 10.1287/OPRE.2016.1477

    • #Mathematics
    • #Mathematical optimization
    • #Applied mathematics
    • #Conditional probability distribution
  • Computing lower bounds on basket option prices by discretizing semi-infinite linear programming

    2016/12
    OPTIMIZATION LETTERS

    1.3 Impact Factor

    5 citations

    Hyunseok Cho, Kyoung-Kuk Kim, Kyungsik Lee

    DOI : 10.1007/S11590-015-0987-Z

    • #Mathematics
    • #Mathematical optimization
    • #Polynomial
    • #Upper and lower bounds
    • #Linear programming
    • #Discretization
    • #Semi-infinite
    • #Separation problem
    • #Computational intelligence
    • #Basket option

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Contact information

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All papers authored by
‘ Kyoung-Kuk Kim ’ : 18

  • Stochastic kriging with biased sample estimates

    2014/02
    ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION

    0.8 Impact Factor

    29 citations

    Xi Chen, Kyoung-Kuk Kim

    DOI : 10.1145/2567893

    • #Computer science
    • #Econometrics
    • #Estimator
    • #Estimation theory
    • #Risk management
    • #Kriging
    • #Stochastic simulation
    • #Metamodeling
    • #Budget allocation
    • #Sampling bias
  • Efficient VaR and CVaR Measurement via Stochastic Kriging

    2016/11
    INFORMS JOURNAL ON COMPUTING

    1.2 Impact Factor

    9 citations

    Xi Chen, Kyoung-Kuk Kim

    DOI : 10.1287/IJOC.2016.0705

    • #Computer science
    • #Mathematical optimization
    • #Estimator
    • #Kriging
    • #Metamodeling
    • #Estimation methods
    • #Chen
    • #Mean and predicted response
    • #CVAR

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