ScholarWorks@Gachon: Choi, Sun Yong

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Choi, Sun Yong (최선용)

Business Administration (금융·빅데이터학부)

Research Area: 확률적 변동성 모형, financial time series analysis, 기계학습, stochastic volatility model, 금융 시계열 분석, Machine learning

Tel 031-750-5387
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COVID19 pandemic:7||Geopolitical risk:4||Global financial crisis:3||stochastic volatility:3||asymptotic analysis:2||RussianUkrainian conflict:2||S&:2||constant elasticity of variance:2||P 500 index:2||MFDFA:2||2008 global financial crisis:2||Quantileonquantile regression:2||MonteCarlo simulation:2||Wavelet coherence analysis:2||DXY:1||Decentralized finance:1||Default risk:1||Dynamic connectedness:1||Dynamic network:1||Economic policy uncertainty:1||Economic uncertainty:1||Efficient market hypothesis:1||Endogenous and Exogenous Shock:1||European barrier option:1||European options:1||European sovereign debt crisis:1||Financial sector systemic risk:1||Free boundary value problem:1||Global financial markets:1||Global risk aversion:1||Globalfinancial crisis:1||Google Trend index:1||Heston&apos:1||Higher moments:1||Hybrid stochastic and local volatility:1||Installment option:1||Islamic stock markets:1||KPop:1||Leisure travel:1||Market efficiency:1||Market shock:1||Mellin transform:1||Military conflicts:1||Minimum spanning tree:1||Moderation variable:1||Naver Keyword Trend:1||Non fungible tokens:1||NonFungible Tokens:1||NorthEast Asian economy:1||Northeast Asian economy:1||Option:1||PCA:1||Portfolio Choice:1||Principal component analysis:1||Recursive integration method:1||RussiaUkraine war:1||S&P 500:1||SHAP:1||SHAPXGBoost model:1||SHapley Additive exPlanations (SHAP):1||Safehaven:1||Sector volatility:1||Sectoral return:1||Shadow short rate (SSR):1||Short stocks:1||Spillover:1||Spillover effects:1||Stochastic elasticity of variance:1||Systemic risk:1||TVPVAR spillover framework:1||Timevarying parameter vector autoregression:1||Unconventional monetary policy:1||Volatility:1||Volatility index:1||Volatility spillover effect:1||Volatility spillovers:1||Volatility term structure:1||Vulnerable option:1||Wavelet Coherence Analysis:1||Wavelet analysis:1||autoencoder:1||bonds:1||commodity:1||developed markets:1||emerging markets:1||equity:1||explainable artificial intelligence (XAI):1||extreme gradient boosting (XGBoost):1||forecasting factors:1||foreign exchange:1||frontier markets:1||geopolitical risk:1||global market efficiency:1||implied volatility:1||machine learning:1||major currencies:1||multifractal detrended fluctuation analysis:1||oil forward:1||oil volatility:1||organizational culture:1||organizational performance:1||research and development (R&D):1||s model:1||smile:1||smirk:1||stock price prediction:1||term structure:1||timer options:1||topic modeling:1||Asymptotic analysis:1||Bitcoin:1||Black Monday:1||Black swan:1||Business travel:1||CDS index:1||COVID19:1||Causalityinquantiles:1||CoVaR:1||Connectedness:1||Conventional stock markets:1||CopulaCoVaR:1||Crude oil:1||

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1342, Seongnam-daero, Sujeong-gu, Seongnam-si, Gyeonggi-do, Republic of Korea(13120)031-750-5114

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