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Munki Chung
Munki Chung
Korea Advanced Institute of Science and Technology (KAIST)
Verified email at kaist.ac.kr
Title
Cited by
Cited by
Year
The effects of errors in means, variances, and correlations on the mean-variance framework
M Chung, Y Lee, JH Kim, WC Kim, FJ Fabozzi
Quantitative Finance 22 (10), 1893-1903, 2022
112022
Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach
G Chung, M Chung, Y Lee, WC Kim
Proceedings of the Third ACM International Conference on AI in Finance, 223-231, 2022
52022
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Articles 1–2