Wanmo Kang

854 total citations
35 papers, 449 citations indexed

About

Wanmo Kang is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Wanmo Kang has authored 35 papers receiving a total of 449 indexed citations (citations by other indexed papers that have themselves been cited), including 10 papers in Finance, 8 papers in Management Science and Operations Research and 5 papers in Economics and Econometrics. Recurrent topics in Wanmo Kang's work include Credit Risk and Financial Regulations (5 papers), Risk and Portfolio Optimization (4 papers) and Stochastic processes and financial applications (4 papers). Wanmo Kang is often cited by papers focused on Credit Risk and Financial Regulations (5 papers), Risk and Portfolio Optimization (4 papers) and Stochastic processes and financial applications (4 papers). Wanmo Kang collaborates with scholars based in South Korea, United States and Canada. Wanmo Kang's co-authors include Paul Glasserman, Perwez Shahabuddin, Garud Iyengar, Woonghee Tim Huh, Guillermo Gallego, Robert L. Phillips, Ganesh Janakiraman, Marco Bijvank, Kyoung-Kuk Kim and Il‐Chul Moon and has published in prestigious journals such as Operations Research, Pattern Recognition Letters and Mathematics of Operations Research.

In The Last Decade

Wanmo Kang

30 papers receiving 427 citations

Peers

Wanmo Kang
Martin B. Haugh United States
Michael Orkin United States
Kyoung-Kuk Kim South Korea
Agostino Capponi United States
Wanmo Kang
Citations per year, relative to Wanmo Kang Wanmo Kang (= 1×) peers Wei-Guo Zhang

Countries citing papers authored by Wanmo Kang

Since Specialization
Citations

This map shows the geographic impact of Wanmo Kang's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Wanmo Kang with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Wanmo Kang more than expected).

Fields of papers citing papers by Wanmo Kang

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Wanmo Kang. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Wanmo Kang. The network helps show where Wanmo Kang may publish in the future.

Co-authorship network of co-authors of Wanmo Kang

This figure shows the co-authorship network connecting the top 25 collaborators of Wanmo Kang. A scholar is included among the top collaborators of Wanmo Kang based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Wanmo Kang. Wanmo Kang is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
2.
Song, Kyungwoo, et al.. (2023). Sequential Likelihood-Free Inference with Neural Proposal. Pattern Recognition Letters. 169. 102–109.
3.
Chang, Hanna, et al.. (2023). A Study on the Urban Street Type Systematization and Tree Selection. 25(3). 48–65. 1 indexed citations
4.
Shin, Seungjae, et al.. (2021). Counterfactual Fairness with Disentangled Causal Effect Variational Autoencoder. Proceedings of the AAAI Conference on Artificial Intelligence. 35(9). 8128–8136. 20 indexed citations
5.
Kang, Wanmo, et al.. (2018). Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes. Mathematics of Operations Research. 4 indexed citations
6.
Cho, Kyunghyun, et al.. (2018). Directional Analysis of Stochastic Gradient Descent via von Mises-Fisher Distributions in Deep Learning. Neural Information Processing Systems. 2 indexed citations
7.
Lee, Seung Hwan, et al.. (2018). Experimental investigation on the optimum geometry of an S-type Pitot tube for GHG emission monitoring. Journal of Physics Conference Series. 1065. 92009–92009.
8.
Kang, Wanmo, et al.. (2017). Exact Simulation of the Wishart Multidimensional Stochastic Volatility Model. Operations Research. 65(5). 1190–1206. 22 indexed citations
9.
Kang, Wanmo, et al.. (2016). Analysis and design of microfinance services: A case of ROSCA. The Engineering Economist. 62(3). 197–230. 9 indexed citations
10.
Hong, Yoo S., et al.. (2015). Risk Propagation Through a Platform: The Failure Risk Perspective on Platform Sharing. IEEE Transactions on Engineering Management. 62(3). 372–383. 7 indexed citations
11.
Kang, Wanmo, et al.. (2014). Large deviations for affine diffusion processes onR+m×Rn. Stochastic Processes and their Applications. 124(6). 2188–2227. 2 indexed citations
12.
Kang, Wanmo, et al.. (2013). Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices. Stochastic Processes and their Applications. 123(6). 2419–2445. 4 indexed citations
13.
Glasserman, Paul & Wanmo Kang. (2013). Design of Risk Weights. SSRN Electronic Journal. 8 indexed citations
14.
Kang, Wanmo, Kyoung-Kuk Kim, & Hayong Shin. (2012). Denoising Monte Carlo Sensitivity Estimates. SSRN Electronic Journal. 1 indexed citations
15.
Kang, Wanmo, Kyoung-Kuk Kim, & Hayong Shin. (2012). Fairing the Gamma: An Engineering Approach to Sensitivity Estimation. SSRN Electronic Journal. 1 indexed citations
16.
Kang, Wanmo, Kyoung-Kuk Kim, & Hayong Shin. (2012). Denoising Monte Carlo sensitivity estimates. Operations Research Letters. 40(3). 195–202.
17.
Glasserman, Paul, Wanmo Kang, & Perwez Shahabuddin. (2008). Fast Simulation of Multifactor Portfolio Credit Risk. Operations Research. 56(5). 1200–1217. 50 indexed citations
18.
Kang, Wanmo & Hyung Jin Sung. (2007). Experimental study of self-sustained oscillations in low Mach number turbulent cavity flows. 2 indexed citations
19.
Iyengar, Garud & Wanmo Kang. (2004). Inverse conic programming with applications. Operations Research Letters. 33(3). 319–330. 61 indexed citations
20.
Iyengar, Garud & Wanmo Kang. (2003). CORC Technical Report TR-2003-02 Inverse conic programming and applications. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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