Jung Heon Song
Jung Heon Song
Department of Mathematics, University of Minnesota
Email verificata su umn.edu
Titolo
Citata da
Citata da
Anno
Parameter analysis of the vpin (volume synchronized probability of informed trading) metric
JH Song, K Wu, HD Simon
Quantitative Financial Risk Management, 337, 2015
62015
Adaptive finite element simulations of waveguide configurations involving parallel 2D material sheets
JH Song, M Maier, M Luskin
Computer Methods in Applied Mechanics and Engineering 351, 20-34, 2019
52019
Exploring irregular time series through non-uniform fast Fourier transform
JH Song, ML de Prado, HD Simon, K Wu
2014 Seventh Workshop on High Performance Computational Finance, 37-44, 2014
52014
Extracting Signals from High-Frequency Trading with Digital Signal Processing Tools
JH Song, ML de Prado, HD Simon, K Wu
The Journal of Financial Data Science 1 (4), 124-138, 2019
12019
Intraday Patterns in Natural Gas Futures: Extracting Signals from High-Frequency Trading Data
JH Song, M Lopez de Prado, H Simon, K Wu
Available at SSRN 2657224, 2015
12015
Nonlinear eigenvalue problems for coupled Helmholtz equations modeling gradient-index graphene waveguides
JH Song, M Maier, M Luskin
Journal of Computational Physics 423, 109871, 2020
2020
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
Articoli 1–6