4 citations · 4 across the 6 of their papers we have counts for
8 papers
Rationale-aware Autonomous Driving Policy utilizing Safety Force Field implemented on CARLA Simulator
Ho Suk, Taewoo Kim, Hyungbin Park +3
Despite the rapid improvement of autonomous driving technology in recent years, automotive manufacturers must resolve liability issues to commercialize autonomous passenger car of…
Influence of risk tolerance on long-term investments: A Malliavin calculus approach
Hyungbin Park
This study investigates the influence of risk tolerance on the expected utility in the long run. We estimate the extent to which the expected utility of optimal portfolios is affec…
A deep learning algorithm for optimal investment strategies
Daeyung Gim, Hyungbin Park
This paper treats the Merton problem how to invest in safe assets and risky assets to maximize an investor's utility, given by investment opportunities modeled by a -dimensional…
Conditions for bubbles to arise under heterogeneous beliefs
Seunghyun Lee, Hyungbin Park
This paper studies the equilibrium price of a continuous time asset traded in a market with heterogeneous investors. We consider a positive mean reverting asset and two groups of i…
Convergence rates of large-time sensitivities with the Hansen--Scheinkman decomposition
Hyungbin Park
This paper investigates the large-time asymptotic behavior of the sensitivities of cash flows. In quantitative finance, the price of a cash flow is expressed in terms of a pricing…
A sensitivity analysis of the long-term expected utility of optimal portfolios
Hyungbin Park, Stephan Sturm
This paper discusses the sensitivity of the long-term expected utility of optimal portfolios for an investor with constant relative risk aversion. Under an incomplete market given…