An empirical study on modeling and prediction of bitcoin prices with bayesian neural networks based on blockchain information H Jang, J Lee Ieee Access 6, 5427-5437, 2017 | 551 | 2017 |
Predictability of machine learning techniques to forecast the trends of market index prices: Hypothesis testing for the Korean stock markets S Pyo, J Lee, M Cha, H Jang PloS one 12 (11), e0188107, 2017 | 103 | 2017 |
The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework H Ko, B Son, Y Lee, H Jang, J Lee Finance Research Letters 47, 102784, 2022 | 97 | 2022 |
A Survey on Security and Privacy in Blockchain-based Central Bank Digital Currencies. Y Lee, B Son, S Park, J Lee, H Jang J. Internet Serv. Inf. Secur. 11 (3), 16-29, 2021 | 52 | 2021 |
Generative Bayesian neural network model for risk-neutral pricing of American index options H Jang, J Lee Quantitative Finance 19 (4), 587-603, 2019 | 51 | 2019 |
Predicting bitcoin prices by using rolling window LSTM model J Huisu, J Lee, H Ko, W Lee Proceedings of the KDD data science in Fintech Workshop, London, UK, 19-23, 2018 | 26 | 2018 |
Atomic cross-chain settlement model for central banks digital currency Y Lee, B Son, H Jang, J Byun, T Yoon, J Lee Information Sciences 580, 838-856, 2021 | 24 | 2021 |
Machine learning versus econometric jump models in predictability and domain adaptability of index options H Jang, J Lee Physica A: Statistical Mechanics and its Applications 513, 74-86, 2019 | 18 | 2019 |
Asynchronous federated learning with directed acyclic graph-based blockchain in edge computing: Overview, design, and challenges S Ko, K Lee, H Cho, Y Hwang, H Jang Expert Systems with Applications 223, 119896, 2023 | 17 | 2023 |
Economics of blockchain-based securities settlement B Son, H Jang Research in International Business and Finance 64, 101842, 2023 | 7 | 2023 |
Price co-movements in decentralized financial markets S Park, S Lee, Y Lee, H Ko, B Son, J Lee, H Jang Applied Economics Letters 30 (21), 3075-3082, 2023 | 6 | 2023 |
Exchange Rate Predictability Based on Market Sentiments HS Kim, EJ Kang, Y Kim, S Moon, H Jang KIEP Research Paper, World Economy Brief, 22-42, 2022 | 2 | 2022 |
Unraveling the MEV enigma: ABI-free detection model using Graph Neural Networks S Park, W Jeong, Y Lee, B Son, H Jang, J Lee Future Generation Computer Systems 153, 70-83, 2024 | 1 | 2024 |
Impact of EIP-4844 on Ethereum: Consensus Security, Ethereum Usage, Rollup Transaction Dynamics, and Blob Gas Fee Markets S Park, B Mun, S Lee, W Jeong, J Lee, H Eom, H Jang arXiv preprint arXiv:2405.03183, 2024 | | 2024 |
Unraveling the MEV Enigma: ABI-Free Detection Model using Graph Neural Networks S Park, W Jeong, Y Lee, B Son, H Jang, J Lee arXiv preprint arXiv:2305.05952, 2023 | | 2023 |
Optimal Strategy in Transaction Issuances with Cir Process after Eip-1559 Implementation B Son, H Jang, S Park, J Lee Available at SSRN 4415164, 2023 | | 2023 |
환율과 기초여건 간 괴리에 대한 연구: 시장심리를 중심으로 (Exchange Rate Predictability Based on Market Sentiments) HS Kim, EJ Kang, Y Kim, S Moon, H Jang KIEP Research Paper, 연구보고서, 21-32, 2021 | | 2021 |
개방경제에서의 금융혁신 파급효과와 블록체인기술 발전의 시사점 (Impacts of Financial Innovations in an Open Economy and Implications of Blockchain Technology) S An, H Kim, K Shin, H Jang KIEP Research Paper. Policy Analyses, 18-21, 2018 | | 2018 |
A general framework for building machine learning models for pricing american index options with no-arbitrage and its limitation. H Jang, J Lee MIDAS@ PKDD/ECML, 29-30, 2016 | | 2016 |
Parametric Exponential Lévy Models Calibrated To Predict European and American Index Options: An Empirical Study. 장희수 서울대학교 대학원, 2015 | | 2015 |