Showing 1 - 2 results of 2 for search 'Poongjin Cho', query time: 0.01s Refine Results
  1. 1
    Graph-Based Stock Volatility Forecasting with Effective Transfer Entropy and Hurst-Based Regime Adaptation

    Graph-Based Stock Volatility Forecasting with Effective Transfer Entropy and Hurst-Based Regime Adaptation by Sangheon Lee, Poongjin Cho

    Published 2025-05-01
    Get full text
    Article
    Save to List
    Saved in:
  2. 2
    Dynamic Black–Litterman Portfolios Incorporating Asymmetric Fractal Uncertainty

    Dynamic Black–Litterman Portfolios Incorporating Asymmetric Fractal Uncertainty by Poongjin Cho, Minhyuk Lee

    Published 2024-10-01
    Get full text
    Article
    Save to List
    Saved in:

Search Tools: