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Next generation models for portfolio risk management: An approach using financial big data Jung, Kwangmin; Kim, Donggyu; Yu, Seunghyeon, JOURNAL OF RISK AND INSURANCE, v.89, no.3, pp.765 - 787, 2022-09 |
Nonparametric inference on high-dimensional Hawkes processes = 고차원 호크스 과정의 비모수적 추정link Yu, Seunghyeon; Byun, Sukjoon; 변석준; Yoann Potiron; et al, 한국과학기술원, 2023 |
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