Kim,Jong-Min

academic article in scopus

• Enhancing financial inclusion measurements: A comparative analysis using unsupervised machine learning methods across Mexican municipalities.  World Development.  208. 2026
• Cooperative multi-agent reinforcement learning with entangled state representations and copula-based action coordination for urban navigation.  Computational Statistics.  41. 2026
• A Copula-Tensor Neural Network Framework for High-Dimensional Causal Inference.  Mathematics.  14. 2026
• An improved copula-DNN survival model for clustered survival data.  Communications for Statistical Applications and Methods.  33:523-540. 2026
• Counterfactual Q-learning via the linear Buckley¿James method for longitudinal survival data.  Journal of the Royal Statistical Society. Series A (Statistics in Society).  189:1473-1489. 2026
• Multivariate Control Charts and Changepoint Detection for Multivariate Functional Data by Nonparametric Conditional Distribution and FPCA.  Applied Stochastic Models in Business and Industry.  42. 2026
• Deep Sequential Learning with Adaptive Sampling for Macro-Financial Yield Curve Prediction.  Journal of Risk and Financial Management.  19. 2026
• Q-learning via deep learning-based Buckley-James method for non-linear censored data.  Lifetime Data Analysis.  32. 2026
• Deep Contextual Bandits with Multivariate Outcomes: Empirical Copula Normalization, Temporal Feature Learning, and Doubly Robust Policy Evaluation.  Mathematics.  14. 2026
• Manifold Causal Conditional Deep Networks for Heterogeneous Treatment Effect Estimation and Policy Evaluation.  Mathematics.  14. 2026
• Alternative models to functional-ARCH using deep-PCA for high frequency volatility.  Communications in Statistics Part B: Simulation and Computation.  2026
• Copula-based stratified randomized response for differential privacy: Laplace and Gaussian noise comparisons.  Communications for Statistical Applications and Methods.  33:217-233. 2026
• Integrating Contextual Causal Deep Networks and LLM-Guided Policies for Sequential Decision-Making.  Mathematics.  14. 2026
• Copula-Based Deep Learning Models for Competing Risks.  Statistical Analysis and Data Mining.  18. 2025
• Distributional CNN-LSTM, KDE, and Copula Approaches for Multimodal Multivariate Data: Assessing Conditional Treatment Effects.  Analytics.  4. 2025
• Deep learning approaches for forecasting the FOMC statement sentiment index.  Communications for Statistical Applications and Methods.  32:631-654. 2025
• Editorial: Machine Learning Applications in Finance, 2nd Edition.  Journal of Risk and Financial Management.  18. 2025
• A Copula-Driven CNN-LSTM Framework for Estimating Heterogeneous Treatment Effects in Multivariate Outcomes.  Mathematics.  13. 2025
• LLM-Guided Ensemble Learning for Contextual Bandits with Copula and Gaussian Process Models.  Mathematics.  13. 2025
• Gaussian Process with Vine Copula-Based Context Modeling for Contextual Multi-Armed Bandits.  Mathematics.  13. 2025
• Deep learning-based survival analysis with copula-based activation functions for multivariate response prediction.  Computational Statistics.  40:5649-5676. 2025
• Exploring Calendar Anomalies and Volatility Dynamics in Cryptocurrencies: A Comparative Analysis of Day-of-the-Week Effects before and during the COVID-19 Pandemic.  Journal of Risk and Financial Management.  17. 2024
• Analyzing Portfolio Optimization in Cryptocurrency Markets: A Comparative Study of Short-Term Investment Strategies Using Hourly Data Approach.  Journal of Risk and Financial Management.  17. 2024