Prof. AHN, Dohyun 安 濤 賢 教授
BS, MS, PhD
Korea Advanced Institute of Science and Technology
Research Interests :
* Quantitative risk management using optimization
and stochastic models
* Monte Carlo simulation methodologies
* Networks in finance and operations
Office: Room 509, William M.W. Mong Engineering Building
Tel: (852) 3943-8238
D. Ahn and K.-K. Kim, “Stress Testing and Optimal Intervention in Korean Financial System”, in preparation.
D. Ahn, N. Chen, and K.-K. Kim, “On Default Probabilities in Financial Networks”, working paper.
D. Ahn and K.-K. Kim, “Efficient Simulation for Expectations over the Union of Half-Spaces”, ACM Transactions on Modeling and Computer Simulation, forthcoming, 2018.
D. Ahn, W. Kang, K.-K. Kim, and H. Shin, “Analysis and Design of Microfinance Services: A Case of ROSCA”, The Engineering Economist, 62(3):197-230, 2017.