Research output per year
Research output per year
Personal profile
Biography
I am a mathematician with an openness to tackle complex problems and a diverse range of industry and academic experience. My interests bridge the intersection of theory and practice and range from probability, nonlinear stochastic control, financial mathematics, economics, game theory and artificial intelligence.
Education/Academic qualification
Mathematics, PhD, Arbitrage-free valuation in nonlinear financial markets, University of Sydney
1 Mar 2016 → 1 Feb 2021
Award Date: 7 Oct 2021
Mathematics, Bachelor, University of Sydney
1 Mar 2009 → 1 Nov 2012
Award Date: 17 May 2013
Research student supervision
- Registered to supervise
Fingerprint
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Collaborations and top research areas from the last five years
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Scaling Long-Horizon Online POMDP Planning via Rapid State Space Sampling
Liang, Y., Kim, E., Thomason, W., Kingston, Z., Kurniawati, H. & Kavraki, L., 2024, (E-pub ahead of print) 16 p.Research output: Working paper › Preprint
Open Access -
Reference-Based POMDPs
Kim, E., Karunanayake, Y. & Kurniawati, H., 12 Dec 2023. 17 p.Research output: Contribution to conference › Paper › peer-review
Open Access -
American options in nonlinear markets
Kim, E., Nie, T. & Rutkowski, M., 2021, In: Electronic Journal of Probability. 26, p. 1-41 26 p., 90.Research output: Contribution to journal › Article › peer-review
Open Access4 Citations (Scopus) -
Arbitrage-free valuation in nonlinear financial models
Kim, E., 4 Jun 2021, Sydney: The University of Sydney. 209 p.Research output: Thesis › Doctoral thesis
Open Access -
Arbitrage-free pricing of game options in nonlinear markets
Kim, E., Rutkowski, M. & Nie, T., 14 Jul 2018, (In preparation) 27 p.Research output: Working paper › Preprint