Zobrazeno 1 - 10
of 143
pro vyhledávání: '"Sun Yong, Choi"'
Autor:
Kyoung-Joo Lee, Sun-Yong Choi
Publikováno v:
Journal of Innovation & Knowledge, Vol 9, Iss 4, Pp 100582- (2024)
This study distinguishes itself from existing organizational culture studies by investigating the relatively under-studied theoretical relationship between organizational culture and employer attractiveness. To capture the holistic nature of organiza
Externí odkaz:
https://doaj.org/article/cb42db5ba6b948718e160c4385fb1f58
Publikováno v:
AIMS Mathematics, Vol 9, Iss 1, Pp 2454-2472 (2024)
Timer options, which were first introduced by Société Générale Corporate and Investment Banking in 2007, are financial securities whose payoffs and exercise are determined by a random time associated with the accumulated realized variance of the
Externí odkaz:
https://doaj.org/article/ceaba4f0ea38406697b599c869f7fd54
Autor:
Sun-Yong Choi
Publikováno v:
Heliyon, Vol 9, Iss 9, Pp e19726- (2023)
We investigate the topology of sectoral returns in the US stock market using minimum spanning tree (MST) analysis. We examine four distinct time periods: the full period, the Global Financial Crisis (GFC), the COVID-19 pandemic, and the Russia-Ukrain
Externí odkaz:
https://doaj.org/article/5b1a88d29a0c4bb5b43c433d8453c925
Publikováno v:
Energies, Vol 17, Iss 5, p 1001 (2024)
Accurately forecasting crude oil prices is crucial due to its vital role in the industrial economy. In this study, we explored the multifaceted impact of various financial, economic, and political factors on the forecasting of crude oil forward price
Externí odkaz:
https://doaj.org/article/e15af894f6524469843c1ac91c21f847
Publikováno v:
PLoS ONE, Vol 18, Iss 11, p e0294959 (2023)
[This corrects the article DOI: 10.1371/journal.pone.0284811.].
Externí odkaz:
https://doaj.org/article/3763a116646846f784c5ce8f6918bb15
Publikováno v:
PLoS ONE, Vol 18, Iss 4, p e0284811 (2023)
We quantify information flows between geopolitical risk (GPR) and global financial assets such as equity, bonds, and commodities, with a focus on the Russian-Ukrainian conflict. We combine transfer entropy and the I-CEEMDAN framework to measure infor
Externí odkaz:
https://doaj.org/article/5b268dbcf4164716960d1bbf9fb64952
Publikováno v:
PLoS ONE, Vol 18, Iss 10, p e0291684 (2023)
This study utilizes the hedging potential of the U.S. Dollar Index (USDX) during the COVID-19 period, specifically comparing its positive effects on optimal portfolio weights and hedging ratios with those of traditional hedging assets, such as the VI
Externí odkaz:
https://doaj.org/article/afc38787e689461087a07116380e558a
Publikováno v:
Axioms, Vol 12, Iss 9, p 835 (2023)
Stock price prediction has been a subject of significant interest in the financial mathematics field. Recently, interest in natural language processing models has increased, and among them, transformer models, such as BERT and FinBERT, are attracting
Externí odkaz:
https://doaj.org/article/1ed228b598404a398d6f004c78d662b7
Autor:
Min-Jae Lee, Sun-Yong Choi
Publikováno v:
Fractal and Fractional, Vol 7, Iss 6, p 478 (2023)
In this article, we investigate the market efficiency of global stock markets using the multifractal detrended fluctuation analysis methodology and analyze the results by dividing them into developed, emerging, and frontier groups. The static analysi
Externí odkaz:
https://doaj.org/article/ee64b83b265a4f17a8ec2a6e56738d87
Autor:
Daeun Yu, Sun-Yong Choi
Publikováno v:
Axioms, Vol 12, Iss 6, p 538 (2023)
Stock price prediction is a significant area of research in finance that has been ongoing for a long time. Several mathematical models have been utilized in this field to predict stock prices. However, recently, machine learning techniques have demon
Externí odkaz:
https://doaj.org/article/65f1a3269606462b97d256a1359d841d