Search Results - "Lee, Kyungsub" :: K.UTB vyhledávací portál | TBU Library Retrieval Portal

Highly Stretchable CIP-PDMS Composites with Partial Interface Bonding for Electromagnetic Noise Suppression in GHz Frequency Range

Highly Stretchable CIP-PDMS Composites with Partial Interface Bonding for Electromagnetic Noise Suppression in GHz Frequency Range

by Ha, Heebo, Qaiser, Nadeem, Jeong, Jong Hyeon, Lee, Kyungsub, Hwang, Byungil
Published in Journal of natural fibers (24.04.2023)

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Journal Article

Price predictability in limit order book with deep learning model

Price predictability in limit order book with deep learning model

by Lee, Kyungsub
Published in Applied economics letters (30.09.2024)

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Journal Article

Application of Hawkes Volatility in the Observation of Filtered High‐Frequency Price Process in Tick Structures

Application of Hawkes Volatility in the Observation of Filtered High‐Frequency Price Process in Tick Structures

by Lee, Kyungsub
Published in Applied stochastic models in business and industry (03.10.2024)

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Journal Article

Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data

Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data

by Lee, Kyungsub
Published in Finance research letters (01.07.2023)

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Journal Article

A nanoscale Cu2-xSe ultrathin film deposited via atomic layer deposition and its memristive effects

A nanoscale Cu2-xSe ultrathin film deposited via atomic layer deposition and its memristive effects

by Lee, Kyungsub, Lee, Seonghoon
Published in Nanotechnology (11.06.2021)

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Journal Article

A nanoscale Cu 2-x Se ultrathin film deposited via atomic layer deposition and its memristive effects

A nanoscale Cu 2-x Se ultrathin film deposited via atomic layer deposition and its memristive effects

by Lee, Kyungsub, Lee, Seonghoon
Published in Nanotechnology (11.06.2021)

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Journal Article

The prevention of ‘burning’ during the hard anodization in formamide for ultrafast growth of highly ordered arrays of TiO2 nanotubes

The prevention of ‘burning’ during the hard anodization in formamide for ultrafast growth of highly ordered arrays of TiO2 nanotubes

by Lee, Kyungsub, Lee, Seonghoon
Published in Electrochimica acta (01.11.2018)

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Journal Article

The prevention of ‘burning’ during the hard anodization in formamide for ultrafast growth of highly ordered arrays of TiO^sub 2^ nanotubes

The prevention of ‘burning’ during the hard anodization in formamide for ultrafast growth of highly ordered arrays of TiO^sub 2^ nanotubes

by Lee, Kyungsub, Lee, Seonghoon
Published in Electrochimica acta (01.11.2018)

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Journal Article

Analytic formula for option margin with liquidity costs under dynamic delta hedging

Analytic formula for option margin with liquidity costs under dynamic delta hedging

by Lee, Kyungsub, Seo, Byoung Ki
Published in Applied economics (21.06.2021)

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Journal Article

Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data

Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data

by Lee, Kyungsub, Seo, Byoung Ki
Published in Journal of economic dynamics & control (01.06.2017)

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Journal Article

Recursive Formula for Arithmetic Asian Option Prices

Recursive Formula for Arithmetic Asian Option Prices

by Lee, Kyungsub
Published in The journal of futures markets (01.03.2014)

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Journal Article

The nm-thickness Cu 2-x Se ultrathin film via atomic layer deposition and its memristive effect

The nm-thickness Cu 2-x Se ultrathin film via atomic layer deposition and its memristive effect

by Lee, Kyungsub, Lee, Seonghoon
Published in Nanotechnology (26.02.2021)

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Journal Article

The nm-thickness Cu2-xSe ultrathin film via atomic layer deposition and its memristive effect

The nm-thickness Cu2-xSe ultrathin film via atomic layer deposition and its memristive effect

by Lee, Kyungsub, Lee, Seonghoon
Published in Nanotechnology (26.02.2021)

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Journal Article

COMPUTATIONAL METHOD FOR PROBABILITY DISTRIBUTION ON RECURSIVE RELATIONSHIPS IN FINANCIAL APPLICATIONS

COMPUTATIONAL METHOD FOR PROBABILITY DISTRIBUTION ON RECURSIVE RELATIONSHIPS IN FINANCIAL APPLICATIONS

by Park, Jong Jun, Lee, Kyungsub
Published in Probability in the engineering and informational sciences (01.04.2020)

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Journal Article

Marked Hawkes process modeling of price dynamics and volatility estimation

Marked Hawkes process modeling of price dynamics and volatility estimation

by Lee, Kyungsub, Seo, Byoung Ki
Published in Journal of empirical finance (01.01.2017)

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Journal Article

Optimal market-Making strategies under synchronised order arrivals with deep neural networks

Optimal market-Making strategies under synchronised order arrivals with deep neural networks

by Choi, So Eun, Jang, Hyun Jin, Lee, Kyungsub, Zheng, Harry
Published in Journal of economic dynamics & control (01.04.2021)

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Journal Article

Stretchable carbonyl iron powder/polydimethylsiloxane composites for noise suppression in gigahertz bandwidth

Stretchable carbonyl iron powder/polydimethylsiloxane composites for noise suppression in gigahertz bandwidth

by Seo, Youngjae, Ko, Seongchan, Ha, Heebo, Qaiser, Nadeem, Leem, Mirine, Yoo, Seung Jo, Jeong, Jong Hyeon, Lee, Kyungsub, Hwang, Byungil
Published in Composites science and technology (08.02.2022)

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Journal Article

Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach

Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach

by Jang, Hyun Jin, Lee, Kiseop, Lee, Kyungsub
Published in The journal of futures markets (01.02.2020)

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Journal Article

Performance of Tail Hedged Portfolio with Third Moment Variation Swap

Performance of Tail Hedged Portfolio with Third Moment Variation Swap

by Lee, Kyungsub, Seo, Byoung Ki
Published in Computational economics (01.10.2017)

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Journal Article

Filtered Historical Simulation for Initial Margin of Interest Rate Swap Under Korean Market

Filtered Historical Simulation for Initial Margin of Interest Rate Swap Under Korean Market

by Lee, Kyungsub, Seo, Byoung Ki
Published in Emerging markets finance & trade (01.01.2018)

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Journal Article