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ABOUT
MEMBERS
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RESEARCH
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ABOUT
MEMBERS
Director
Students
Alumni
RESEARCH
Publications
Presentations
Working Papers
PROJECT
BULLETIN
Admission
Policy
Records
CONTACT
More
ABOUT
MEMBERS
Director
Students
Alumni
RESEARCH
Publications
Presentations
Working Papers
PROJECT
BULLETIN
Admission
Policy
Records
CONTACT
Our research focuses on
Publications
Presentations
Working Papers
Models & Algorithms
Autoencoder
Binomial multifractal model
Binomial tree
Bitcoin-Ethereum filtering
Capital asset pricing model filter
Causal network
Clustering
Clustering asymmetry
Clustering index
Complex network
Continuous ranked probability score
Correlation-based minimum spanning tree
Decision support systems
Dimensionality reduction
Diffusion model
Dynamic latent factor model
Econophysics
Effective transfer entropy
Entropy
Fractal dimension
Global motion correlation
Granger causality network
Hidden Markov models
Hierarchical risk parity
Hurst exponent
Information entropy
Instance-based entropy fuzzy support vector machine
Iterative cumulative sum of squares
Kruskal-Wallis
Latent space visualization
Link prediction
Log-periodicity
Machine learning
Marginal expected shortfall
Markov processes
Minimum spanning tree
Multifractal detrended fluctuation analysis
Multifractality
Natural language processing
Neural quantile function
Network connectivity
Non-linear time series
Non-linearity
Nonlinear Ising model
Parametric model
Pattern clustering
Pattern recognition
Prediction algorithms
Probabilistic forecasting
Real options
Recurrent neural networks
Return trend
Simulation
Spatiotemporal problem
Statistical analysis
Strong effective repulsion
Support vector machine
Threshold network
TLE (Two-Line Element)
Transformer
Trapezoidal rule
Unsupervised learning
Value at Risk
Vector quantization
Variational autoencoder
Visibility graph
Voronoi diagram
Application Domains
American option
Asymmetric market efficiency
Asymmetric multi-fractality
Asymmetric volatility
CDS spread
Collision avoidance
Conjunction assessment
Conjunction Data Message
Crossover point detection
Credit migration
Cryptocurrency
Currency market
Decision support systems
Equity research reports
Fat-tail
Finance
Financial management
Financial market
Financial return
Financial stability
Financial time series
Global currency market
Housing bubble
Idiosyncratic risk premium
Index trend
Interest rate
Investment strategy
Jeonse system
Korean electricity market
Korean financial market
Maneuver detection
Marginal expected shortfall
Market efficiency
Market prediction
Market structure
Noise enhanced stability
Non-linear marginal expected shortfall
Peer-to-peer lending
Portfolio investment
Portfolio management
Price forecasting
Real effective exchange rate
Real estate market
Regime switching
Residential characteristics
Risk-spillovers
Satellite collision avoidance
Security selection
Sovereign credit rating
Stock indices
Stock markets
Stock portfolio
Stochastic volatility
Strong effective repulsion
Systemic risk
Term structure
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