Reward-risk momentum strategies using classical tempered stable distribution J Choi, YS Kim, I Mitov Journal of Banking and Finance 58, 194-213, 2015 | 32 | 2015 |
Superconformal indices for orbifold Chern-Simons theories J Choi, S Lee, J Song Journal of High Energy Physics 2009, 099, 2009 | 31 | 2009 |
Physical approach to price momentum and its application to momentum strategy J Choi Physica A: Statistical Mechanics and its Applications 415, 61-72, 2014 | 23 | 2014 |
Maximum drawdown, recovery, and momentum J Choi Journal of Risk and Financial Management 14 (11), 542, 2021 | 15 | 2021 |
K\"ahlerian information geometry for signal processing J Choi, AP Mullhaupt Entropy 17 (4), 1581-1605, 2015 | 15 | 2015 |
Near horizon analysis of extremal AdS5 black holes J Choi, S Lee, S Lee Journal of High Energy Physics 2008, 002, 2008 | 15 | 2008 |
Spontaneous symmetry breaking of arbitrage J Choi Physica A: Statistical Mechanics and its Applications 391 (11), 3206-3218, 2012 | 7 | 2012 |
Multi-asset option pricing using normal tempered stable processes with stochastic correlation YS Kim, H Kim, J Choi, FJ Fabozzi The Journal of Derivatives 30 (3), 42-64, 2022 | 4 | 2022 |
Applications of Physics and Geometry to Finance J Choi The Graduate School, Stony Brook University: Stony Brook, NY., 2015 | 3 | 2015 |
Geometric shrinkage priors for K\"ahlerian signal filters J Choi, AP Mullhaupt Entropy 17 (3), 1347-1357, 2015 | 3 | 2015 |
Application of K\" ahler manifold to signal processing and Bayesian inference J Choi, AP Mullhaupt AIP Conf. Proc. 1641, 113-120, 2015 | 3 | 2015 |
Diversified reward-risk parity in portfolio construction J Choi, H Kim, YS Kim Studies in Nonlinear Dynamics & Econometrics, 2024 | 2 | 2024 |
Deep Calibration With Artificial Neural Network: A Performance Comparison on Option Pricing Models YS Kim, H Kim, J Choi The Journal of Financial Data Science 5 (4), 100-118, 2023 | 1 | 2023 |
K\"ahler information manifolds of signal processing filters in weighted Hardy spaces J Choi arXiv preprint arXiv:2108.07746, 2021 | | 2021 |
Momentum Universe Shrinkage Effect in Price Momentum J Choi, S Choi, W Kang Available at SSRN 2180556, 2012 | | 2012 |