Jin Hyuk Jung

Jin Hyuk Jung, Ph.D.
Financial Engineering Department
Korea Investment and Securities

Education

Research Interests

  • Mathematical Finance
  • Scientific computing
  • Large scale optimization
  • Support vector machines
  • General purpose computation using graphics processing units

Publications

  • Jin Hyuk Jung, Dianne P. O'Leary and Andre L. Tits. Adaptive Constraint Reduction for Training Support Vector Machines. Electronic Transactions on Numerical Analysis. Vol. 31 pp. 156-177, 2008 [PDF] [MATLAB scripts]
  • Jin Hyuk Jung, Dianne P. O'Leary and Andre L. Tits. Adaptive Constraint Reduction for Convex Quadratic Programming, to appear in Computational Optimization and Applications, 2010. PDF file. [PDF] [MATLAB scripts]
  • Jin Hyuk Jung, Dianne P. O'Leary and Andre L. Tits. Adaptive Constraint Reduction for Convex Quadratic Programming and Training Support Vector Machines. Ph.D. Thesis. Jan. 2008 [PDF]
  • Jin Hyuk Jung and Dianne P. O'Leary. Implementing an Interior Point Method for Linear Programs on a CPU-GPU system. Electronic Transactions on Numerical Analysis. Vol. 28 pp. 174-189, 2008 [PDF]
  • Jin Hyuk Jung and Dianne P. O'Leary Exploiting Structure of Symmetric or Triangular Matrices on a GPU. Manuscript. February 2007 [PDF]
  • Jin Hyuk Jung and Dianne P. O'Leary. Cholesky Decomposition and Linear Programming on a GPU. Proceedings of Workshop on Edge Computing Using New Commodity Architectures (EDGE). Chapel Hill, NC, May 2006 [PDF]
  • Jin Hyuk Jung, Scholarly Paper Directed by Dianne P. O'Leary, Cholesky Decomposition and Linear Programming on a GPU, Department of Computer Science, University of Maryland, 2006 [Abstract and PDF]

Presentations

  • Jin Hyuk Jung, Exploiting Structure of Symmetric or Triangular Matrices on a GPU, Workshop on General Purpose Processing on Graphics Processing Units. Oct. 2007
  • Jin Hyuk Jung, A Constraint Reduced IPM for Convex Quadratic Programming, with Application to SVM Training, INFORMS Annual Meeting, 2006 [PDF]