최선용 프로필 사진

최선용

Choi, Sun Yong

경영대학

금융·빅데이터학부

연구분야

  • Machine learning
  • financial time series analysis
  • stochastic volatility model
  • 금융 시계열 분석
  • 기계학습
  • 확률적 변동성 모형

자료 필터

자료유형

발행연도

2020 ~ 2026
2020 2026

키워드

언어

전체 64건 중 1번부터 10번까지의 결과를 표시합니다.

2026
Article

Sentiment, fan engagement, and sponsor stock performance: Evidence from alternative data

  • 2026-09
  • Finance Research Letters
  • ACADEMIC PRESS INC ELSEVIER SCIENCE
Article

Liquidity depth and information efficiency: High-frequency evidence from leading US technology stocks

  • 2026-06
  • Finance Research Letters
  • ACADEMIC PRESS INC ELSEVIER SCIENCE
Article

Comparative Analysis of Cryptocurrency Market Efficiency and Local Features Using MF-DFA and DCC-GARCH

  • 2026-05
  • FRACTAL AND FRACTIONAL
  • MDPI
Article

Analytic approximations for pricing perpetual American strangle options under constant elasticity of variance model with stochastic volatility

  • 2026-03
  • Journal of Computational and Applied Mathematics
  • ELSEVIER
Article

Risk aversion, safe-haven assets, and Bitcoin's evolving role in global financial markets: Insights from quantile spillover analysis

  • 2026-01
  • AIMS MATHEMATICS
  • AMER INST MATHEMATICAL SCIENCES-AIMS
Article

A hybrid transformer framework integrating sentiment and dynamic market structure for stock price movement forecasting

  • 2026-01
  • AIMS MATHEMATICS
  • AMER INST MATHEMATICAL SCIENCES-AIMS
2025
Article

A unified model of SABR and mean-reverting stochastic volatility for derivative pricing

  • 2025-12
  • Applied Mathematics and Computation
  • ELSEVIER SCIENCE INC
Article

The impact of financial statement indicators on bank credit ratings: Insights from machine learning and SHAP techniques

  • 2025-11
  • Finance Research Letters
  • ACADEMIC PRESS INC ELSEVIER SCIENCE
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