A5003865202- Financial Markets and Investment Strategies
- Market Dynamics and Volatility
- Housing Market and Economics
- Banking stability, regulation, efficiency
- Financial Risk and Volatility Modeling
- Corporate Finance and Governance
- Monetary Policy and Economic Impact
- Membrane Separation Technologies
- Electrohydrodynamics and Fluid Dynamics
- Financial Distress and Bankruptcy Prediction
- Risk Management in Financial Firms
- Complex Systems and Time Series Analysis
- Financial Literacy, Pension, Retirement Analysis
- Credit Risk and Financial Regulations
- Global Financial Crisis and Policies
- Stock Market Forecasting Methods
- Imbalanced Data Classification Techniques
- Insurance and Financial Risk Management
- Solar-Powered Water Purification Methods
- Auditing, Earnings Management, Governance
- Head and Neck Surgical Oncology
- Advanced Sensor and Energy Harvesting Materials
- Financial Reporting and Valuation Research
- Economic theories and models
- Capital Investment and Risk Analysis
Korea Advanced Institute of Science and Technology
2015-2024
Korea Institute for Advanced Study
2017-2023
University of Ulsan
2023
College of Business Administration
2023
University of Business and Technology
2023
Kootenay Association for Science & Technology
2009-2023
Ulsan College
2023
Yeungnam University
2022
Sungkyunkwan University
2022
Samsung (South Korea)
2021
Corporate default predictions play an essential role in each sector of the economy, as highlighted by global financial crisis and increase credit risk. This study reviews corporate prediction literature from perspectives engineering machine learning. We define three generations statistical models: discriminant analyses, binary response models, hazard models. In addition, we introduce representative learning methodologies: support vector machines, decision trees, artificial neural network...
Recently, owing to changes in weather conditions, cyanobacterial blooms, also known as harmful algal blooms (HABs), have caused serious damage the ecosystems of rivers and lakes by producing cyanotoxins. In this paper, for removal HABs, an bloom robotic system (ARROS) is proposed. The ARROS has been designed with a catamaran-type unmanned surface vehicle (USV) algae-removal device attached below. addition, electrical control systems guidance, navigation, (GNC) are implemented on remove...
Abstract This study examines the time‐series momentum in China's commodity futures market. We find that a strategy outperforms classical passive long and cross‐sectional strategies terms of Sharpe ratio, risk‐adjusted excess returns, cumulative returns. The with 1‐month look‐back period holding exhibits best performance. observe clear patterns is effective Chinese However, lasts for less time China than United States because market seems to have greater number speculative investors.
This study analyzes the efficiency of liquidity flows in stabilizing distressed markets from a theoretical perspective. We show that even event major negative market shock, financial institution can increase its investment when there is strong incentive for arbitrage profit. However, may choose to reduce if fear risk exceeds incentive. In addition, our model reveals positive relationship between funding and liquidity. Our findings help explain several issues markets, including flight...
Recently, various corporate failure prediction models that use machine learning techniques have received considerable attention. In particular, using a sequence of company's historical information, rather than just the most recent yields better predictive performance by adopting recurrent neural networks (RNNs) and long short-term memory (LSTM) algorithms in United States market. Similarly, we evaluate whether these results hold emerging market contexts listed companies Korea. We also...
In this article we set up a real option model of retail shopping center leases. The incorporates the effects stochastic sales externalities and possibility tenant default, in presence these effects, derive solve partial differential equation that can be used to price lease transaction. then sums across all tenants determine value center. generates number new predictions, including why Jorgensonian user cost capital may overestimate values, general industry practice is ignore percentage rent...