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Huisu Jang
Huisu Jang
在 ssu.ac.kr 的电子邮件经过验证
标题
引用次数
引用次数
年份
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
5512017
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
1032017
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
972022
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
522021
Generative Bayesian neural network model for risk-neutral pricing of American index options
H Jang, J Lee
Quantitative Finance 19 (4), 587-603, 2019
512019
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
262018
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
242021
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
182019
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
172023
Economics of blockchain-based securities settlement
B Son, H Jang
Research in International Business and Finance 64, 101842, 2023
72023
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
62023
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
22022
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
12024
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
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