papers
Publications (12)
q-fin.ST2007
Hurst exponent and prediction based on weak-form efficient market hypothesis of stock markets
Cheoljun Eom, Sunghoon Choi, Gabjin Oh +1
q-fin.ST2007
Deterministic Factors of Stock Networks based on Cross-correlation in Financial Market
Cheoljun Eom, Gabjin Oh, Seunghwan Kim
q-fin.TR2015
Understanding Financial Market States Using Artificial Double Auction Market
Kyubin Yim, Gabjin Oh, Seunghwan Kim
q-fin.ST2013
Fractality of profit landscapes and validation of time series models for stock prices
Il Gu Yi, Gabjin Oh, Beom Jun Kim
q-fin.ST2007
Statistical Investigation of Connected Structures of Stock Networks in Financial Time Series
Cheoljun Eom, Gabjin Oh, Seunghwan Kim
q-fin.ST2007
Relationship between degree of efficiency and prediction in stock price changes
Cheoljun Eom, Gabjin Oh, Woo-Sung Jung
physics.data-an2007
Topological Properties of the Minimal Spanning Tree in Korean and American Stock Markets
Cheoljun Eom, Gabjin Oh, Seunghwan Kim
q-fin.ST2007
Measuring Volatility Clustering in Stock Markets
Gabjin Oh, Seunghwan Kim, Cheoljun Eom +1
q-fin.ST2013
Heavy-tail driven by memory
Jongwook Kim, Gabjin Oh
q-fin.ST2008
Effects of time dependency and efficiency on information flow in financial markets
Cheoljun Eom, Woo-Sung Jung, Sunghoon Choi +2
q-fin.ST2010
Statistical Properties of Cross-Correlation in the Korean Stock Market
Gabjin Oh, Cheoljun Eom, Fengzhong Wang +3
physics.soc-ph2006
Market Efficiency in Foreign Exchange Markets
Gabjin Oh, Seunghwan Kim, Cheoljun Eom