Sun-Yong Choi

Publication Activity (10 Years)

Years Active: 2013-2025
Publications (10 Years): 10

Top Topics

Foreign Exchange

Organizational Culture

Financial Time Series

Top Venues

Math. Comput. Simul.

IEEE Trans. Engineering Management

Publications

Mijin Ha, Donghyun Kim, Ji-Hun Yoon, Sun-Yong Choi
Pricing for perpetual American strangle options under stochastic volatility with fast mean reversion. Math. Comput. Simul. 227 (2025)
Jihwan Kim, Hui-Sang Kim, Sun-Yong Choi
Forecasting the S&P 500 Index Using Mathematical-Based Sentiment Analysis and Deep Learning Models: A FinBERT Transformer Model and LSTM. Axioms 12 (9) (2024)
Kyoung-Joo Lee, Sun-Yong Choi
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 71 (2024)
Daeun Yu, Sun-Yong Choi
Uncovering the Impact of Local and Global Interests in Artists on Stock Prices of K-Pop Entertainment Companies: A SHAP-XGBoost Analysis. Axioms 12 (6) (2023)
Soo Chang Chae, Sun-Yong Choi
Analysis of the Term Structure of Major Currencies Using Principal Component Analysis and Autoencoders. Axioms 11 (3) (2022)
Kyoung-Joo Lee, Sun-Yong Choi
Effects of Organizational Culture on Employer Attractiveness of Hotel Firms: Topic Modeling Approach. Complex. 2022 (2022)
Dohyun Pak, Sun-Yong Choi
Economic Policy Uncertainty and Sectoral Trading Volume in the U.S. Stock Market: Evidence from the COVID-19 Crisis. Complex. 2022 (2022)
Gunho Jung, Sun-Yong Choi
Forecasting Foreign Exchange Volatility Using Deep Learning Autoencoder-LSTM Techniques. Complex. 2021 (2021)
Won Joong Kim, Gunho Jung, Sun-Yong Choi
Forecasting CDS Term Structure Based on Nelson-Siegel Model and Machine Learning. Complex. 2020 (2020)
Junkee Jeon, Sun-Yong Choi, Ji-Hun Yoon
Analytic valuation of European continuous-installment barrier options. J. Comput. Appl. Math. 363 (2020)
Ji-Hun Yoon, Jeong-Hoon Kim, Sun-Yong Choi
Multiscale analysis of a perpetual American option with the stochastic elasticity of variance. Appl. Math. Lett. 26 (7) (2013)