Woojin Chang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Analyzing systemic risk using non-linear marginal expected shortfall and its minimum spanning tree Physica A	2022-06-24	Paper
Crash forecasting in the Korean stock market based on the log-periodic structure and pattern recognition Physica A	2022-06-23	Paper
Fractal structure in the S\&P500: a correlation-based threshold network approach Chaos, Solitons and Fractals	2022-04-01	Paper
Wavelet-based estimation of generalized discriminant functions Sankhyā. Series B	2021-08-27	Paper
Multifractal value at risk model Physica A	2018-11-13	Paper
Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA Chaos, Solitons and Fractals	2018-02-01	Paper
Multifractal regime detecting method for financial time series Chaos, Solitons and Fractals	2016-12-19	Paper
STOCK MARKET DIFFERENCES IN CORRELATION-BASED WEIGHTED NETWORK International Journal of Modern Physics C	2013-03-15	Paper
Market impact and order book characteristics in the Korean futures market International Journal of Modern Physics C	2013-03-15	Paper
Samsung card lending model European Journal of Operational Research	2010-09-09	Paper
WAITING TIME OF M/D<sup>1,∞</sup>/1 QUEUE Asia-Pacific Journal of Operational Research	2007-07-30	Paper
Polling Models Under Limited Service Policies: Sharp Asymptotics Stochastic Models	2007-06-04	Paper
The optimal batch size of \(M/D^N/1\) queue International Journal of Operational Research	2006-10-04	Paper
Wavelet‐based estimation of a discriminant function Applied Stochastic Models in Business and Industry	2005-05-20	Paper
Exact asymptotics for \(k_i\)-limited exponential polling models Queueing Systems	2003-05-04	Paper
Wavelet estimation of a base-line signal from repeated noisy measurements by vertical block shrinkage. Computational Statistics and Data Analysis	2002-08-13	Paper

Research outcomes over time

This page was built for person: Woojin Chang