Search Results for author: Donghan Kim

Found 6 papers, 2 papers with code

Transformable Gaussian Reward Function for Socially-Aware Navigation with Deep Reinforcement Learning

1 code implementation22 Feb 2024 Jinyeob Kim, Sumin Kang, Sungwoo Yang, Beomjoon Kim, Jargalbaatar Yura, Donghan Kim

Although reinforcement learning technique has fostered the advancement of socially aware navigation, defining appropriate reward functions, especially in congested environments, has posed a significant challenge.

reinforcement-learning Robot Navigation

Quantifying dimensional change in stochastic portfolio theory

no code implementations1 Mar 2023 Erhan Bayraktar, Donghan Kim, Abhishek Tilva

In this paper, we develop the theory of functional generation of portfolios in an equity market with changing dimension.

Arbitrage theory in a market of stochastic dimension

no code implementations9 Dec 2022 Erhan Bayraktar, Donghan Kim, Abhishek Tilva

This paper studies an equity market of stochastic dimension, where the number of assets fluctuates over time.

Market-to-book Ratio in Stochastic Portfolio Theory

no code implementations8 Jun 2022 Donghan Kim

We study market-to-book ratios of stocks in the context of Stochastic Portfolio Theory.

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