ScholarWorks@Soongsil University: Yang, Kisung

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Yang, Kisung (양기성)

College of Business Administration (School of Finance)

Research Area: 데이터 과학, 계량 금융, 파생상품, Data Science, Quantitative Finance, Derivatives

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and Mathematics):2||Technology:2||한국 주식시장:2||STEM (Science:2||Engineering:2||BOXPI:1||Bayesian Structural Time Series Model:1||Bayesian variable selection:1||Capital adequacy:1||Common Factors:1||Copula:1||Derivatives:1||Diversification:1||East Asian economies:1||Facebook Prophet Mode:1||Facebook Prophet 모형:1||Financial Connected Index:1||Financial connectedness:1||Finite difference method:1||Forecasting Error Variance Decomposition:1||Growth Optimal Portfolio:1||Hull–White model:1||Hull and White 1Factor Interest Rate Model:1||Idiosyncratic Risk:1||Industry momentum:1||Investor type:1||Korean Stock Market:1||Korean Stocks:1||Korean stock market:1||Liquidity Coverage Ratio:1||Loan－to－Deposit Ratio:1||Loss distribution:1||LowRisk Anomaly:1||LowRisk ETF:1||Manpower Demand in Industries:1||Minimum Variance Portfolio:1||Mortality Scenario:1||Multifactor model:1||Netbuying strength:1||Operator splitting method:1||Reversal:1||Risk Management:1||Risk Parity Portfolio:1||Robustness:1||Saving Banks:1||Sector rotation:1||Simpson’s rule:1||Spillover:1||Stocha stic Mortality Models:1||Stock Markets:1||Systematic Risk:1||Trading volume:1||U.S. Dollar:1||VAR:1||VAR 모형:1||VaR:1||copula:1||derivative securities.:1||generalized forecasting error decomposition:1||global equity markets:1||global financial crisis:1||historical observation period:1||implicit finite difference method:1||jumpdiffusion:1||mixture of timevarying copulas:1||nonuniform grid:1||procyclicality:1||risk factors:1||sovereign risk contagion:1||tail dependence:1||강건성:1||거래량:1||경영적극성:1||고유 위험:1||공통요인:1||베이지안 구조 시계열 모형:1||사망률 시나리오:1||산업 수요:1||순매수 강도:1||역모멘텀:1||예대율:1||예측오차 분산분해:1||위험관리:1||유동성비율:1||이자율 모형:1||저위험 ETF:1||저위험 이상현상:1||저축은행:1||전이효과:1||주식시장:1||체계적 위험:1||투자자 유형:1||파생상품:1||헐화이트 1요인(Hull and White 1Factor) 이자율 모형:1||ARIMA Model:1||확률적 사망률 모형:1||ARIMA 모형:1||Aggressiveness of Management:1||BIS Capital Adequacy Ratio:1||BIS 비율:1||

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