Yeoneung Kim

collaborators

2 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.ML2025

Approximate Thompson Sampling for Learning Linear Quadratic Regulators with $O (T)$ 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 $O (T)$ . Our method leverages Langevin dynamics w…

A diffusion-based generative model for financial time series via geometric Brownian motion

Approximate Thompson Sampling for Learning Linear Quadratic Regulators with O(T​) Regret

Approximate Thompson Sampling for Learning Linear Quadratic Regulators with $O (T)$ Regret