نتائج البحث - "Dong Wan Shin"

1

Forecasting volatility index by temporal convolutional neural network

المؤلفون: Ji Won Shin, Dong Wan Shin

المصدر: Korean Journal of Applied Statistics. 36:129-139

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_________::8ee8440e143e6586eabe5673d9462c81Test
https://doi.org/10.5351/kjas.2023.36.2.129Test

2

Bootstrapping tests for breaks in mean or variance based on U-statistics

المؤلفون: Ji-Eun Choi, Dong Wan Shin

المصدر: Journal of Statistical Computation and Simulation. :1-13

مصطلحات موضوعية: Statistics and Probability, Applied Mathematics, Modeling and Simulation, Statistics, Probability and Uncertainty

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_________::e1b28cbe2e74b829f50b109653f4486eTest
https://doi.org/10.1080/00949655.2023.2180642Test

3

دورية أكاديمية

Forecasting realized volatility using data normalization and recurrent neural network.

المؤلفون: Yoonjoo Lee, Dong Wan Shin, Ji Eun Choi

المصدر: Communications for Statistical Applications & Methods; Jan2024, Vol. 31 Issue 1, p105-127, 23p

مصطلحات موضوعية: RECURRENT neural networks, SUPPORT vector machines

4

Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast

المؤلفون: Ji‐Eun Choi, Dong Wan Shin

المصدر: Journal of Forecasting. 41:1087-1098

مصطلحات موضوعية: Strategy and Management, Modeling and Simulation, Management Science and Operations Research, Statistics, Probability and Uncertainty, Computer Science Applications

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_________::486aec811a5f07ec4ff835b5ec96a949Test
https://doi.org/10.1002/for.2844Test

5

How to improve oil consumption forecast using google trends from online big data?: the structured regularization methods for large vector autoregressive model

المؤلفون: Ji-Eun Choi, Dong Wan Shin

المصدر: Communications for Statistical Applications and Methods. 29:41-51

مصطلحات موضوعية: Statistics and Probability, Applied Mathematics, Modeling and Simulation, Statistics, Probability and Uncertainty, Finance

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::08d146cdfe7d3ce2d28c8534d963424aTest
https://doi.org/10.29220/csam.2022.29.1.041Test

6

Quantile correlation coefficient: a new tail dependence measure

المؤلفون: Ji-Eun Choi, Dong Wan Shin

المصدر: Statistical Papers. 63:1075-1104

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6e6095f8f4e39ae96682de513b89b3f7Test
https://doi.org/10.1007/s00362-021-01268-7Test

7

A general panel break test based on the self-normalization method

المؤلفون: Ji Eun Choi, Dong Wan Shin

المصدر: Journal of the Korean Statistical Society. 50:654-680

مصطلحات موضوعية: Statistics and Probability, Normalization (statistics), Heteroscedasticity, Realized variance, 05 social sciences, Variance (accounting), 01 natural sciences, 010104 statistics & probability, Sample size determination, 0502 economics and business, Statistics, Null distribution, Nuisance parameter, 0101 mathematics, 050205 econometrics, Mathematics, Quantile

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_________::d1a6ce544b4c409d880eff64f9009eb9Test
https://doi.org/10.1007/s42952-021-00125-5Test

8

A self-normalization break test for correlation matrix

المؤلفون: Dong Wan Shin, Ji Eun Choi

المصدر: Statistical Papers. 62:2333-2353

مصطلحات موضوعية: Statistics and Probability, Normalization (statistics), Heteroscedasticity, Singularity, Distortion problem, Covariance matrix, Bandwidth (signal processing), Null distribution, Applied mathematics, Statistics, Probability and Uncertainty, Serial dependence, Mathematics

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_________::2f90d8528d4d03ea6418b29c977e660dTest
https://doi.org/10.1007/s00362-020-01188-yTest

9

Nonparametric estimation of time varying correlation coefficient

المؤلفون: Ji Eun Choi, Dong Wan Shin

المصدر: Journal of the Korean Statistical Society. 50:333-353

مصطلحات موضوعية: Statistics and Probability, Series (mathematics), 05 social sciences, Nonparametric statistics, Asymptotic distribution, 01 natural sciences, Measure (mathematics), Confidence interval, Correlation, 010104 statistics & probability, Kernel method, 0502 economics and business, Statistics, 0101 mathematics, 050205 econometrics, Statistical hypothesis testing, Mathematics

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_________::26eaf2b330f00b6712d57e42ed9cbd16Test
https://doi.org/10.1007/s42952-020-00073-6Test

10

Block bootstrapping for a panel mean break test

المؤلفون: Dong Wan Shin, Ji Eun Choi

المصدر: Journal of the Korean Statistical Society. 49:802-821

مصطلحات موضوعية: Statistics and Probability, Alternative hypothesis, 05 social sciences, Null (mathematics), Bayesian inference, 01 natural sciences, Test (assessment), 010104 statistics & probability, Distortion problem, Consistency (statistics), 0502 economics and business, Statistics, 0101 mathematics, Bootstrapping (statistics), 050205 econometrics, Mathematics, Block (data storage)

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_________::394631621dc8a5471b4ad78bfc877c28Test
https://doi.org/10.1007/s42952-019-00034-8Test

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