Michael Jong Kim

Sauder School of Business, University of British Columbia

Vancouver

Canada

SCHOLARLY PAPERS

4

DOWNLOADS

144

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (4)

Robust Empirical Optimization is Almost the Same as Mean-Variance Optimization

Number of pages: 21 Posted: 21 Nov 2017 Last Revised: 29 Nov 2017
Jun-ya Gotoh, Michael Jong Kim and Andrew Lim
Chuo University - Department of Industrial and Systems Engineering, Sauder School of Business, University of British Columbia and National University of Singapore (NUS) - Department of Decision Sciences
Downloads 48 (414,496)
Citation 2

Abstract:

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robust empirical optimization, mean-variance optimization, φ-divergence, data-driven optimization

2.

Learning Manipulation Through Information Dissemination

Number of pages: 41 Posted: 16 Oct 2019
Jussi Keppo, Michael Jong Kim and Xinyuan Zhang
National University of Singapore - NUS Business School, Sauder School of Business, University of British Columbia and Sauder School of Business, University of British Columbia
Downloads 42 (429,641)

Abstract:

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Bayesian dynamic programming, learning, misinformation, information disclosure, deceptive advertising, propaganda

3.

Calibration of Distributionally Robust Empirical Optimization Models

Number of pages: 36 Posted: 27 Nov 2017
Jun-ya Gotoh, Michael Jong Kim and Andrew Lim
Chuo University - Department of Industrial and Systems Engineering, Sauder School of Business, University of British Columbia and National University of Singapore (NUS) - Department of Decision Sciences
Downloads 38 (446,031)
Citation 3

Abstract:

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robust empirical optimization, data driven optimization, out-of-sample performance, variance reduction, calibration

4.

Dithering for Learning: Computationally Efficient Policies for Dynamic Pricing in High Dimensions

Number of pages: 36 Posted: 17 Jun 2019
Woonghee Tim Huh, Michael Jong Kim and Meichun Lin
University of British Columbia, Sauder School of Business, University of British Columbia and University of British Columbia, Sauder School of Business, Students
Downloads 16 (562,322)

Abstract:

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dynamic pricing, Bayesian learning, exploration-exploitation, regret analysis