Sun-Yong Choi

16 papers Journal 16
YearRankTypeTitle / Venue / Authors
2026 J jnl
Analytic approximations for pricing perpetual American strangle options under constant elasticity of variance model with stochastic volatility.
J. Comput. Appl. Math.
Sun-Yong Choi, Mijin Ha, Sangmin Park, Ji-Hun Yoon
2025 J jnl
A diffusion-based generative model for financial time series via geometric Brownian motion.
CoRR
Gihun Kim, Sun-Yong Choi, Yeoneung Kim
2025 J jnl
A unified model of SABR and mean-reverting stochastic volatility for derivative pricing.
Appl. Math. Comput.
Sun-Yong Choi, Jeong-Hoon Kim
2025 J jnl
Modeling Stylized Facts in FX Markets with FINGAN-BiLSTM: A Deep Learning Approach to Financial Time Series.
Entropy
Dong-Jun Kim, Do-Hyeon Kim, Sun-Yong Choi
2025 J jnl
Pricing for perpetual American strangle options under stochastic volatility with fast mean reversion.
Math. Comput. Simul.
Mijin Ha, Donghyun Kim, Ji-Hun Yoon, Sun-Yong Choi
2024 J jnl
Forecasting the S&P 500 Index Using Mathematical-Based Sentiment Analysis and Deep Learning Models: A FinBERT Transformer Model and LSTM.
Axioms
Jihwan Kim, Hui-Sang Kim, Sun-Yong Choi
2024 J jnl
Moderation Effect of Organizational Culture on the Relationship Between R&D Investments and Performance of Leading R&D-Intensive Firms in the US.
IEEE Trans. Engineering Management
Kyoung-Joo Lee, Sun-Yong Choi
2024 J jnl
Resourceful and demanding attributes of organisational culture, employee satisfaction, and organisational performance of large R&D intensive firms in the US.
Technol. Anal. Strateg. Manag.
Kyoung-Joo Lee, Sun-Yong Choi
2023 J jnl
Uncovering the Impact of Local and Global Interests in Artists on Stock Prices of K-Pop Entertainment Companies: A SHAP-XGBoost Analysis.
Axioms
Daeun Yu, Sun-Yong Choi
2022 J jnl
Analysis of the Term Structure of Major Currencies Using Principal Component Analysis and Autoencoders.
Axioms
Soo Chang Chae, Sun-Yong Choi
2022 J jnl
Economic Policy Uncertainty and Sectoral Trading Volume in the U.S. Stock Market: Evidence from the COVID-19 Crisis.
Complex.
Dohyun Pak, Sun-Yong Choi
2022 J jnl
Effects of Organizational Culture on Employer Attractiveness of Hotel Firms: Topic Modeling Approach.
Complex.
Kyoung-Joo Lee, Sun-Yong Choi
2021 J jnl
Forecasting Foreign Exchange Volatility Using Deep Learning Autoencoder-LSTM Techniques.
Complex.
Gunho Jung, Sun-Yong Choi
2020 J jnl
Analytic valuation of European continuous-installment barrier options.
J. Comput. Appl. Math.
Junkee Jeon, Sun-Yong Choi, Ji-Hun Yoon
2020 J jnl
Forecasting CDS Term Structure Based on Nelson-Siegel Model and Machine Learning.
Complex.
Won Joong Kim, Gunho Jung, Sun-Yong Choi
2013 J jnl
Multiscale analysis of a perpetual American option with the stochastic elasticity of variance.
Appl. Math. Lett.
Ji-Hun Yoon, Jeong-Hoon Kim, Sun-Yong Choi