Showing results 6 to 10 of 10
Identifying the structure of group correlation in the Korean financial market Ahn, Sanghyun; Choi, Jaewon; Lim, Gyuchang; Cha, Kil Young; Kim, Soo Yong; Kim, Kyungsik, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.390, no.11, pp.1991 - 2001, 2011-06 |
Information of group-correlations in Korean financial market Choi, Jaewon; Lim, Gyuchang; Kim, Soo Yong; Kim, Kyungsik, COMPUTER PHYSICS COMMUNICATIONS, v.182, no.1, pp.219 - 222, 2011-01 |
Statistical properties of the stock and credit market: RMT and network topology Lim, Kyu Seong; Kim, Min Jae; Kim, Sehyun; Kim, Soo Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.407, pp.66 - 75, 2014-08 |
Structure of a financial cross-correlation matrix under attack Lim, Gyu Chang; Kim, Soo Yong; Kim, Junghwan; Kim, Pyungsoo; Kang, Yoonjong; Park, Sanghoon; Park, Inho; et al, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.388, no.18, pp.3851 - 3858, 2009-09 |
Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series Eom, Cheoljun; Oh, Gabjin; Jung, Woo-Sung; Jeong, Hawoong; Kim, Seunghwan, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.388, no.6, pp.900 - 906, 2009-03 |
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