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Showing results 1 to 7 of 7

1
An improvement on local FDR analysis applied to functional MRI data

Lee, Namgil; Kim, Ah-Young; Park, Chang-Hyun; Kim, Sung-Ho, JOURNAL OF NEUROSCIENCE METHODS, v.267, pp.115 - 125, 2016-07

2
(An) empirical analysis of connectedness and systemic risk in the Korean finance sector using principal components analysis and granger causality = 주성분 분석과 그레인저 인과관계를 이용한 한국 금융기관간 상호연계성 및 시스템적 리스크에 대한 실증 분석link

Bang, Sung Min; 방성민; et al, 한국과학기술원, 2016

3
Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise

Lee, Nam-Gil; Choi, Hyemi; Kim, Sung-Ho, COMPUTATIONAL STATISTICS & DATA ANALYSIS, v.101, pp.250 - 276, 2016-09

4
Elucidating Directed Statistical Dependencies: Investigating Global Financial Market Indices' Influence on Korean Short Selling Activities

Choi, Insu; Lee, Myounggu; Kim, Hyejin; Kim, Woo Chang, PACIFIC-BASIN FINANCE JOURNAL, v.79, 2023-06

5
Information Flow between Bitcoin and Other Investment Assets

Jang, Sung Min; Yi, Eojin; Kim, Woo Chang; Ahn, Kwangwon, ENTROPY, v.21, no.11, 2019-11

6
Temporal modeling using Granger neural encoding = 그레인저 신경망 인코딩을 활용한 시간적 모델링link

Jin, Kwihyuk; Shin, Jinwoo; et al, 한국과학기술원, 2017

7
주식시장의 정보전달 방향성에 관한 실증 연구 : 한국과 미국 주식시장을 중심으로 = A study on the information transmissions of stock markets : based on the Korean stock markets and the U.S. stock marketslink

전종인; Jeon, Jong-In; et al, 한국과학기술원, 2002

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