Explanipedia

Nasal Nitric Oxide as an Objective Evaluation Tool for Treatment Response in Chronic Rhinitis Open

Sangeun Lee, Su Mi Seong, Hyeop Oh, Ji‐Hun Yoon, Bo Hae Kim , et al. · 2025

Background and Objectives: Inconsistencies in nasal nitric oxide (nNO) values, due to anatomical variations and comorbidities, challenge the accurate assessment of upper airway inflammation severity. We hypothesized that changes in nNO lev…

Impact of Public Interest on Agricultural CommodityPrices Open

Soo-eun Park, Mijin Ha, Seungheon Yi, Dong Hyun Kim, Ji‐Hun Yoon , et al. · 2025

As financial markets grow more complex and sophisticated, the use of diverse data sources has become essential for accurate market analysis and prediction. This study leverages Google Trends data, representing public search interest, and c…

The effects of inflation risk on voluntary retirement and job switching by a martingale approach Open

Qi Li, Yong Hyun Shin, Ji‐Hun Yoon · 2025

Optimal Consumption, Investment, and Housing Choice under Two Borrowing Constraints: LTV and Credit Lines Open

Li Qi, Seryoong Ahn, Ji‐Hun Yoon · 2025

Optimal Consumption, Investment, and Housing Choice under Two Borrowing Constraints: LTV and Credit Lines Open

Li Qi, Seryoong Ahn, Ji‐Hun Yoon · 2025

Pricing of American Timer Options Open

Mijin Ha, Sangmin Park, Ji‐Hun Yoon, Donghyun Kim · 2024

Rethinking Soft Label in Label Distribution Learning Perspective Open

Seungbum Hong, Ji‐Hun Yoon, Bogyu Park, Min-Kook Choi · 2023

The primary goal of training in early convolutional neural networks (CNN) is the higher generalization performance of the model. However, as the expected calibration error (ECE), which quantifies the explanatory power of model inference, w…

An analytic pricing formula for timer options under constant elasticity of variance with stochastic volatility Open

Sun‐Yong Choi, Donghyun Kim, Ji‐Hun Yoon · 2023

Timer options, which were first introduced by Société Générale Corporate and Investment Banking in 2007, are financial securities whose payoffs and exercise are determined by a random time associated with the accumulated realized variance …

The Valuation of Real Options for Risky Barrier to Entry with Hybrid Stochastic and Local Volatility and Stochastic Investment Costs Open

Donghyun Kim, Yong Hyun Shin, Ji‐Hun Yoon · 2023

Evaluation of Feedstuffs as a Potential Carrier of Avian Influenza Virus between Feed Mills and Poultry Farms Open

Shahan Azeem, Yuko Sato, Baoqing Guo, Anna Wolc, Hanjun Kim , et al. · 2022

The present study was conducted to assess the potential vector role of feedstuffs for the area spreading of avian influenza virus (AIV). Firstly, feed samples were collected from commercial poultry facilities that experienced highly pathog…

Surgical Scene Segmentation Using Semantic Image Synthesis with a Virtual Surgery Environment Open

Ji‐Hun Yoon, SeulGi Hong, Seungbum Hong, Jiwon Lee, Soyeon Shin , et al. · 2022

Self-Supervised Knowledge Transfer via Loosely Supervised Auxiliary Tasks Open

Seungbum Hong, Ji‐Hun Yoon, Junmo Kim, Min-Kook Choi · 2021

Knowledge transfer using convolutional neural networks (CNNs) can help efficiently train a CNN with fewer parameters or maximize the generalization performance under limited supervision. To enable a more efficient transfer of pretrained kn…

Semi-Supervised Object Detection With Sparsely Annotated Dataset Open

Ji‐Hun Yoon, Seungbum Hong, Sanha Jeong, Min-Kook Choi · 2021

In training object detector based on convolutional neural networks, selection of effective positive examples for training is an important factor. However, when training an anchor-based detectors with sparse annotations on an image, effort …

Closed-form pricing formula for foreign equity option with credit risk Open

Donghyun Kim, Ji‐Hun Yoon, Geonwoo Kim · 2021

Since credit risk in the over-the-counter (OTC) market has undoubtedly become very important issue, credit risk has to be considered when the options in the OTC market are priced. In this paper, we consider the valuation of foreign equity …

A prepayment-risk-neutral pricing model for mortgage-backed securities Open

Seryoong Ahn, Wan Young Song, Ji‐Hun Yoon · 2021

In this paper, we investigate a pricing model for mortgage-backed securities (MBSs) of a pay-through type of collateral mortgage obligation (CMO), embedded call options, which can be exercised by the intermediary, and pass-through MBSs. We…

A Mellin Transform Approach to the Pricing of Options with Default Risk Open

Sun‐Yong Choi, Sotheara Veng, Jeong‐Hoon Kim, Ji‐Hun Yoon · 2021

hSDB-instrument: Instrument Localization Database for Laparoscopic and Robotic Surgeries Open

Ji‐Hun Yoon, Ji‐Won Lee, Sung-Hwan Heo, Hayeong Yu, Jayeon Lim , et al. · 2021

Modeling and Risk Analysis Using Parametric Distributions with an Application in Equity-Linked Securities Open

Sun‐Yong Choi, Ji‐Hun Yoon · 2020

In this study, we model the returns of a stock index using various parametric distribution models. There are four indices used in this study: HSCEI, KOSPI 200, S&P 500, and EURO STOXX 50. We applied 12 distributions to the data of these st…

Pricing of Fixed‐Strike Lookback Options on Assets with Default Risk Open

Sun‐Yong Choi, Ji‐Hun Yoon, Junkee Jeon · 2019

In over‐the‐counter markets, many options on defaultable instruments are influenced by default risks emanating from the possibility that the option writer may not fulfill its contractual obligations. In this paper, we investigate the valua…

Volatility for High Frequency Time Series Toward fGARCH (1,1) as a Functional Model Open

Sun Young Hwang, Ji‐Hun Yoon · 2018

The Current State and Tasks of Chinese character, Chinese character vocabulary Open

Ji‐Hun Yoon · 2018

ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER AN EXTENDED HESTON'S STOCHASTIC VOLATILITY MODEL Open

Ji‐Hun Yoon, Sotheara Veng · 2018

In this paper, we study the portfolio optimization problem under an extended Heston stochastic volatility model.By using asymptotic analysis technique, we are able to derive approximations of the optimal value function and the optimal stra…

A Characteristic of Chinese classics literary works based on the mountains of Cheongpung -Focus on Gudam and Oksunbong Peak- Open

Ji‐Hun Yoon · 2017

A Study of the Development Plan on the Chinese character textbook for Thinking Ability Open

Ji‐Hun Yoon · 2016

PRICING EXTERNAL-CHAINED BARRIER OPTIONS WITH EXPONENTIAL BARRIERS Open

Junkee Jeon, Ji‐Hun Yoon · 2016

External barrier options are two-asset options with stochastic variables where the payoff depends on one underlying asset and the barrier depends on another state variable. The barrier state variable determines whether the option is knocke…

Recognition of Kuei YuKang(歸有光) in late Joseon dynasty of literary people and Kim Taek-Young(金澤榮) Open

Ji‐Hun Yoon · 2016

OPTIMAL PORTFOLIO SELECTION UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES Open

Mi-Hyun Kim, Jeong‐Hoon Kim, Ji‐Hun Yoon · 2015

Although, in general, the random fluctuation of interest rates gives a limited impact on portfolio optimization, their stochastic nature may exert a significant influence on the process of selecting the proportions of various assets to be …

An Seok-gyeong’s Prose Criticism and its Educational Value on Writing Prose Open

Ji‐Hun Yoon · 2015

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