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Multifractal Value at Risk model Go to Link

Lee, Hojin; Song, Jae Wook; Chang, Woojin

ArticleIssue Date2016CitationPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.451, pp.113 - 122PublisherELSEVIER SCIENCE BV

SCIESCOPUS

Estimation and Forecasting of Sovereign Credit Rating Migration Based on Regime Switching Markov Chain Go to Link open access

Oh, Sung Youl; Song, Jae Wook; Chang, Woojin; Lee, Minhyuk

ArticleIssue Date2019CitationIEEE ACCESS, v.7, pp.115317 - 115330PublisherIEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC

SCIESCOPUS

Link prediction in the Granger causality network of the global currency market Go to Link

Park, Ji Hwan; Chang, Woojin; Song, Jae Wook

ArticleIssue Date2020CitationPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.553, pp.1 - 26PublisherELSEVIER

SCIESCOPUS

Fractal structure in the S&P500: A correlation -based threshold network approach Go to Link

Ku, Seungmo; Lee, Changju; Chang, Woojin; Song, Jae Wook

ArticleIssue Date2020CitationCHAOS SOLITONS & FRACTALS, v.137, pp.1 - 15PublisherPERGAMON-ELSEVIER SCIENCE LTD

SCIESCOPUS

Condition monitoring of a steam turbine generator using wavelet spectrum based control chart Go to Link

Bae, Suk Joo; Mun, Byeong Min; Chang, Woojin; Vidakovic, Brani

ArticleIssue Date2019CitationRELIABILITY ENGINEERING & SYSTEM SAFETY, v.184, pp.13 - 20PublisherELSEVIER SCI LTD

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