조소윤 교수
- 학위
- Ph.D. in Mathematics, Yonsei University
- 연구분야
- XAI/생성 모형 기반 금융 시계열 분석, 파생상품 가격결정
- 강의
- 금융 시계열의 딥러닝 활용
- 이메일
- soyooncho@hufs.ac.kr
- 연구실
- 교수연구동(글로벌) 105호
세부내용
학력사항
- Ph.D. in Mathematics, Yonsei University (2025)
- B.S. in Mathematics, Yonsei University (2020)
주요 학술 논문 및 저서
- Cho, So-Yoon, and Geonwoo Kim. "Analytically pricing vulnerable options under the stochastic volatility model with stochastic long-term mean and stochastic liquidity." Communications in Nonlinear Science and Numerical Simulation (2026): 110130.
- Cho, So-Yoon, Jin-Young Kim, Kayoung Ban, Hyeng Keun Koo, and Hyun-Gyoon Kim. "Diffolio: A diffusion model for multivariate probabilistic financial time-series forecasting and portfolio construction." Information Fusion (2026): 104286.
- Cho, So-Yoon, Sungchul Lee, and Hyun-Gyoon Kim. "A Generative Neural Network-Based Approach for Efficient Estimation of Option Prices and Greeks." Computational Economics (2025): 1-35.
- Cho, So-Yoon, and Geonwoo Kim. "Analytical valuation of vulnerable options under a stochastic volatility model with a stochastic long-term mean." AIMS Mathematics 10.9 (2025): 20219-20234.
- Cho, So-Yoon, Sungchul Lee, and Hyun-Gyoon Kim. "Forecasting VIX using interpretable Kolmogorov-Arnold networks." Expert Systems with Applications 294 (2025): 128781.
- Kim, Hyun-Gyoon, So-Yoon Cho, and Jeong-Hoon Kim. "A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model." Computational and Applied Mathematics 42.6 (2023): 296.