21 citations · 21 across the 3 of their papers we have counts for
3 papers
cs.LG2025
A diffusion-based generative model for financial time series via geometric Brownian motion
Gihun Kim, Sun-Yong Choi, Yeoneung Kim
We propose a novel diffusion-based generative framework for financial time series that incorporates geometric Brownian motion (GBM), the foundation of the Black--Scholes theory, in…
stat.ML2024
Approximate Thompson Sampling for Learning Linear Quadratic Regulators with Regret
Yeoneung Kim, Gihun Kim, Jiwhan Park +1
We propose a novel Thompson sampling algorithm that learns linear quadratic regulators (LQR) with a Bayesian regret bound of . Our method leverages Langevin dynamics w…
cs.RO2021★ 21 cited
Infusing model predictive control into meta-reinforcement learning for mobile robots in dynamic environments
Jaeuk Shin, Astghik Hakobyan, Mingyu Park +3
The successful operation of mobile robots requires them to adapt rapidly to environmental changes. To develop an adaptive decision-making tool for mobile robots, we propose a novel…